-100.0%
SQQQ vs XLB
+379.0%
-479.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | -1.4% |
| 7D | -2.7% | -2.9% | +0.3% | -8.7% |
| 30D | +2.4% | -3.4% | +5.8% | -4.9% |
| 3M | -8.0% | +1.6% | -9.6% | -4.3% |
| 6M | -43.9% | +3.6% | -47.6% | -37.7% |
| YTD | -42.2% | +14.2% | -56.5% | -20.5% |
| 1Y | -51.8% | +15.6% | -67.4% | -31.2% |
| 3Y | -89.7% | +33.1% | -122.8% | -74.9% |
| 5Y | -94.7% | +35.0% | -129.8% | -80.0% |
| 10Y | -100.0% | +164.5% | -264.5% | -98.9% |
| All | -100.0% | +379.0% | -479.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling