-36.0%
SQQQ vs XLP
+24.3%
-60.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.1% | -6.7% |
| 7D | +14.6% | +5.9% | +8.7% | +7.0% |
| 30D | +28.9% | +13.5% | +15.4% | +12.5% |
| 3M | +13.1% | +8.4% | +4.7% | +3.3% |
| 6M | -15.2% | +11.5% | -26.8% | -24.0% |
| YTD | -37.0% | +20.6% | -57.6% | -48.2% |
| 1Y | -36.0% | +24.3% | -60.3% | -48.3% |
| All | -36.0% | +24.3% | -60.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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