-53.5%
SQQQ vs XLF
+9.9%
-63.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -1.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.8% |
| 30D | -0.3% | +0.2% | -0.5% | -0.1% |
| 3M | +2.7% | +11.7% | -9.0% | +18.1% |
| 6M | -43.8% | +13.8% | -57.6% | -32.0% |
| YTD | -42.9% | +7.0% | -49.9% | -35.4% |
| 1Y | -53.5% | +9.1% | -62.7% | -44.4% |
| All | -53.5% | +9.9% | -63.4% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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