-89.0%
SQQQ vs XLB
+30.6%
-119.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +0.9% |
| 7D | +4.1% | -3.5% | +7.6% | -2.9% |
| 30D | +4.6% | -4.7% | +9.3% | -4.7% |
| 3M | -10.4% | +2.7% | -13.1% | -4.6% |
| 6M | -42.1% | +2.6% | -44.7% | -36.9% |
| YTD | -40.3% | +12.8% | -53.2% | -19.4% |
| 1Y | -50.2% | +14.0% | -64.1% | -30.5% |
| All | -89.0% | +30.6% | -119.6% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling