-100.0%
SQQQ vs XLE
+307.4%
-407.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.5% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +2.4% | +12.6% | -10.2% | +16.2% |
| 3M | -5.7% | +11.8% | -17.5% | +4.6% |
| 6M | -46.6% | +16.1% | -62.7% | -39.3% |
| YTD | -42.7% | +46.9% | -89.6% | -15.2% |
| 1Y | -52.6% | +53.3% | -105.8% | -26.1% |
| 3Y | -89.8% | +54.9% | -144.7% | -81.8% |
| 5Y | -94.7% | +225.7% | -320.4% | -73.3% |
| 10Y | -100.0% | +170.7% | -270.6% | -99.8% |
| All | -100.0% | +307.4% | -407.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling