-50.6%
SQQQ vs XLI
+15.3%
-65.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -0.4% |
| 7D | +1.8% | -1.7% | +3.5% | -1.5% |
| 30D | +4.2% | -7.3% | +11.4% | -10.6% |
| 3M | -3.3% | -1.3% | -1.9% | -3.9% |
| 6M | -43.6% | +2.2% | -45.9% | -36.7% |
| YTD | -41.9% | +11.7% | -53.6% | -19.4% |
| 1Y | -50.6% | +14.3% | -64.9% | -26.3% |
| All | -50.6% | +15.3% | -65.9% | -26.3% |
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