-51.8%
SQQQ vs XLP
+6.1%
-57.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +2.1% |
| 7D | -2.7% | -2.9% | +0.2% | +0.4% |
| 30D | +2.4% | -2.2% | +4.6% | +4.8% |
| 3M | -8.0% | -0.6% | -7.4% | -6.8% |
| 6M | -43.9% | -2.2% | -41.8% | -42.1% |
| YTD | -42.2% | +8.3% | -50.5% | -46.8% |
| 1Y | -51.8% | +5.7% | -57.5% | -54.6% |
| All | -51.8% | +6.1% | -57.9% | -54.6% |
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