-89.3%
SQQQ vs XLI
+70.0%
-159.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | +0.2% |
| 7D | +1.8% | -1.7% | +3.5% | -2.4% |
| 30D | +4.2% | -7.3% | +11.4% | -14.1% |
| 3M | -3.3% | -1.3% | -1.9% | -3.8% |
| 6M | -43.6% | +2.2% | -45.9% | -36.0% |
| YTD | -41.9% | +11.7% | -53.6% | -14.7% |
| 1Y | -50.6% | +14.3% | -64.9% | -20.8% |
| 3Y | -89.3% | +70.3% | -159.6% | -27.2% |
| All | -89.3% | +70.0% | -159.3% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling