+4.2%
SQQQ vs XLP
+11.2%
-7.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +1.4% |
| 7D | -11.0% | +2.5% | -13.5% | -14.7% |
| 30D | +17.9% | +7.3% | +10.6% | +2.9% |
| 3M | +19.5% | +8.1% | +11.4% | +3.3% |
| 6M | +4.2% | +10.5% | -6.3% | -14.5% |
| All | +4.2% | +11.2% | -7.0% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling