-88.6%
SQQQ vs XLP
+44.0%
-132.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -6.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +20.6% | +8.3% | +12.2% | +21.6% |
| 3M | +7.8% | +8.7% | -0.9% | +8.8% |
| 6M | -1.0% | +11.2% | -12.2% | +0.3% |
| YTD | -38.5% | +20.0% | -58.5% | -32.9% |
| 1Y | -36.6% | +21.3% | -57.9% | -30.1% |
| All | -88.6% | +44.0% | -132.6% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling