-100.0%
SQQQ vs XLK
+2,109.4%
-2,209.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | +1.0% |
| 7D | +1.8% | +0.2% | +1.6% | +2.5% |
| 30D | +4.2% | -0.6% | +4.8% | +3.2% |
| 3M | -3.3% | +2.6% | -5.8% | +11.9% |
| 6M | -43.6% | +34.0% | -77.6% | +46.5% |
| YTD | -41.9% | +30.7% | -72.6% | +45.4% |
| 1Y | -50.6% | +39.2% | -89.8% | +54.7% |
| 3Y | -89.3% | +120.4% | -209.7% | +105.9% |
| 5Y | -94.8% | +148.8% | -243.6% | +210.6% |
| 10Y | -100.0% | +803.3% | -903.3% | +252.3% |
| All | -100.0% | +2,109.4% | -2,209.4% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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