-88.0%
SQQQ vs XLE
+71.0%
-159.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +4.2% |
| 7D | -11.0% | +5.4% | -16.4% | -8.4% |
| 30D | +17.9% | -3.9% | +21.9% | +16.1% |
| 3M | +19.5% | +7.0% | +12.5% | +24.6% |
| 6M | +4.2% | +14.2% | -10.0% | +11.9% |
| YTD | -35.6% | +48.2% | -83.8% | -9.9% |
| 1Y | -37.7% | +47.7% | -85.4% | -13.2% |
| 3Y | -88.0% | +70.0% | -158.1% | -79.4% |
| All | -88.0% | +71.0% | -159.0% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling