-100.0%
SQQQ vs XLP
+137.2%
-237.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -5.9% |
| 7D | -2.4% | -0.5% | -1.9% | -3.1% |
| 30D | +20.6% | +8.3% | +12.2% | +40.5% |
| 3M | +7.8% | +8.7% | -0.9% | +25.4% |
| 6M | -1.0% | +11.2% | -12.2% | +15.5% |
| YTD | -38.5% | +20.0% | -58.5% | -14.3% |
| 1Y | -36.6% | +21.3% | -57.9% | -9.7% |
| 3Y | -88.5% | +43.8% | -132.3% | -73.1% |
| 5Y | -93.7% | +43.3% | -137.0% | -81.4% |
| 10Y | -100.0% | +136.8% | -236.7% | -99.3% |
| All | -100.0% | +137.2% | -237.1% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling