-94.7%
SQQQ vs XLP
+33.4%
-128.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.7% |
| 7D | -4.2% | -1.4% | -2.7% | -6.3% |
| 30D | +2.4% | -1.3% | +3.7% | +0.2% |
| 3M | -5.7% | +1.8% | -7.5% | -4.9% |
| 6M | -46.6% | -0.8% | -45.8% | -49.0% |
| YTD | -42.7% | +9.5% | -52.2% | -33.7% |
| 1Y | -52.6% | +7.2% | -59.8% | -48.5% |
| 3Y | -89.8% | +27.1% | -117.0% | -81.6% |
| 5Y | -94.7% | +32.0% | -126.7% | -87.3% |
| All | -94.7% | +33.4% | -128.0% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling