-89.8%
SQQQ vs XLP
+27.2%
-117.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.1% |
| 7D | -4.2% | -1.4% | -2.7% | -4.6% |
| 30D | +2.4% | -1.3% | +3.7% | +2.0% |
| 3M | -5.7% | +1.8% | -7.5% | -4.9% |
| 6M | -46.6% | -0.8% | -45.8% | -47.2% |
| YTD | -42.7% | +9.5% | -52.2% | -37.8% |
| 1Y | -52.6% | +7.2% | -59.8% | -50.3% |
| 3Y | -89.8% | +27.1% | -117.0% | -85.9% |
| All | -89.8% | +27.2% | -117.1% | -85.9% |
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