-37.7%
SQQQ vs XLE
+47.6%
-85.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +3.2% |
| 7D | -11.0% | +5.4% | -16.4% | -13.8% |
| 30D | +17.9% | -3.9% | +21.9% | +21.1% |
| 3M | +19.5% | +7.0% | +12.5% | +13.1% |
| 6M | +4.2% | +14.2% | -10.0% | -6.2% |
| YTD | -35.6% | +48.2% | -83.8% | -42.5% |
| 1Y | -37.7% | +47.7% | -85.4% | -45.1% |
| All | -37.7% | +47.6% | -85.3% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling