-89.0%
SQQQ vs XLE
+54.2%
-143.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +2.9% |
| 7D | +4.1% | +0.5% | +3.6% | +4.3% |
| 30D | +4.6% | +6.6% | -2.0% | +8.3% |
| 3M | -10.4% | +12.3% | -22.7% | -5.5% |
| 6M | -42.1% | +18.4% | -60.5% | -36.3% |
| YTD | -40.3% | +47.2% | -87.6% | -18.8% |
| 1Y | -50.2% | +50.3% | -100.5% | -30.4% |
| All | -89.0% | +54.2% | -143.2% | -81.7% |
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