-100.0%
SQQQ vs XLF
+574.0%
-674.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +2.6% |
| 7D | +4.1% | -2.9% | +7.0% | -1.7% |
| 30D | +4.6% | -1.6% | +6.2% | +1.4% |
| 3M | -10.4% | +9.3% | -19.7% | +6.4% |
| 6M | -42.1% | +14.6% | -56.7% | -23.7% |
| YTD | -40.3% | +4.7% | -45.1% | -33.3% |
| 1Y | -50.2% | +8.6% | -58.8% | -39.6% |
| 3Y | -89.4% | +73.9% | -163.3% | -60.1% |
| 5Y | -94.7% | +65.0% | -159.7% | -73.4% |
| 10Y | -100.0% | +250.4% | -350.4% | -98.5% |
| All | -100.0% | +574.0% | -674.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling