-50.6%
SQQQ vs XLF
+9.3%
-59.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -1.8% |
| 7D | +1.8% | -1.5% | +3.3% | +0.1% |
| 30D | +4.2% | -1.2% | +5.3% | +2.8% |
| 3M | -3.3% | +9.2% | -12.5% | +8.4% |
| 6M | -43.6% | +16.3% | -60.0% | -29.2% |
| YTD | -41.9% | +5.4% | -47.3% | -35.3% |
| 1Y | -50.6% | +7.6% | -58.2% | -41.3% |
| All | -50.6% | +9.3% | -59.9% | -41.3% |
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