-100.0%
SQQQ vs XLP
+444.2%
-544.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | -0.1% |
| 7D | -17.4% | -0.2% | -17.2% | -17.7% |
| 30D | +20.4% | +8.2% | +12.3% | +42.7% |
| 3M | +11.2% | +7.7% | +3.5% | +29.0% |
| 6M | -2.6% | +9.3% | -11.9% | +10.8% |
| YTD | -37.9% | +19.5% | -57.4% | -11.7% |
| 1Y | -36.2% | +21.0% | -57.2% | -6.8% |
| 3Y | -88.4% | +43.2% | -131.6% | -71.7% |
| 5Y | -93.4% | +42.7% | -136.1% | -79.6% |
| 10Y | -100.0% | +135.7% | -235.7% | -99.0% |
| All | -100.0% | +444.2% | -544.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling