-36.0%
SQQQ vs XLI
+12.2%
-48.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -4.9% |
| 7D | +14.6% | +0.6% | +14.0% | +15.9% |
| 30D | +28.9% | -0.4% | +29.2% | +28.4% |
| 3M | +13.1% | -8.8% | +22.0% | -5.3% |
| 6M | -15.2% | -0.4% | -14.8% | -12.5% |
| YTD | -37.0% | +10.1% | -47.1% | -15.4% |
| 1Y | -36.0% | +12.3% | -48.3% | -8.1% |
| All | -36.0% | +12.2% | -48.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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