-100.0%
SQQQ vs XLE
+182.6%
-282.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.3% |
| 7D | +1.8% | +1.7% | +0.1% | +3.3% |
| 30D | +4.2% | +6.7% | -2.6% | +10.1% |
| 3M | -3.3% | +14.9% | -18.1% | +7.9% |
| 6M | -43.6% | +15.9% | -59.5% | -37.5% |
| YTD | -41.9% | +47.7% | -89.6% | -19.1% |
| 1Y | -50.6% | +50.7% | -101.4% | -29.7% |
| 3Y | -89.3% | +57.9% | -147.2% | -82.2% |
| 5Y | -94.8% | +227.0% | -321.8% | -80.1% |
| All | -100.0% | +182.6% | -282.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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