-89.0%
SQQQ vs XLC
+71.4%
-160.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +4.8% |
| 7D | +4.1% | -1.7% | +5.7% | -0.4% |
| 30D | +4.6% | +0.2% | +4.4% | +4.9% |
| 3M | -10.4% | +0.7% | -11.1% | -10.0% |
| 6M | -42.1% | -4.5% | -37.6% | -48.6% |
| YTD | -40.3% | -4.7% | -35.6% | -47.1% |
| 1Y | -50.2% | -1.5% | -48.7% | -50.2% |
| All | -89.0% | +71.4% | -160.5% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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