-100.0%
SQQQ vs XLE
+181.7%
-281.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +4.6% |
| 7D | -11.0% | +5.4% | -16.4% | -6.8% |
| 30D | +17.9% | -3.9% | +21.9% | +14.3% |
| 3M | +19.5% | +7.0% | +12.5% | +26.5% |
| 6M | +4.2% | +14.2% | -10.0% | +15.3% |
| YTD | -35.6% | +48.2% | -83.8% | -10.1% |
| 1Y | -37.7% | +47.7% | -85.4% | -13.3% |
| 3Y | -88.0% | +70.0% | -158.1% | -78.7% |
| 5Y | -93.1% | +169.1% | -262.3% | -78.4% |
| All | -100.0% | +181.7% | -281.7% | -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