-100.0%
SQQQ vs XLB
+163.8%
-263.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -1.8% |
| 7D | +1.8% | -2.8% | +4.6% | -4.2% |
| 30D | +4.2% | -3.1% | +7.3% | -2.7% |
| 3M | -3.3% | -0.2% | -3.1% | -3.7% |
| 6M | -43.6% | +3.1% | -46.7% | -37.9% |
| YTD | -41.9% | +13.3% | -55.2% | -20.7% |
| 1Y | -50.6% | +12.0% | -62.7% | -33.6% |
| 3Y | -89.3% | +31.4% | -120.7% | -73.8% |
| 5Y | -94.8% | +33.9% | -128.7% | -80.0% |
| All | -100.0% | +163.8% | -263.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling