-94.8%
SQQQ vs XLE
+222.7%
-317.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +1.4% |
| 7D | -2.7% | +0.3% | -3.0% | -2.5% |
| 30D | +2.4% | +8.5% | -6.1% | +8.1% |
| 3M | -8.0% | +14.6% | -22.6% | -0.2% |
| 6M | -43.9% | +17.6% | -61.5% | -38.3% |
| YTD | -42.2% | +48.1% | -90.3% | -22.9% |
| 1Y | -51.8% | +53.8% | -105.6% | -33.3% |
| 3Y | -89.7% | +56.2% | -145.9% | -83.9% |
| All | -94.8% | +222.7% | -317.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling