-100.0%
SQQQ vs XLP
+402.2%
-502.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -2.4% |
| 7D | -0.9% | -1.0% | +0.1% | -3.5% |
| 30D | -0.3% | -0.9% | +0.6% | -3.0% |
| 3M | +2.7% | +3.8% | -1.1% | +7.1% |
| 6M | -43.8% | -1.7% | -42.1% | -49.5% |
| YTD | -42.9% | +10.3% | -53.2% | -31.4% |
| 1Y | -53.5% | +7.8% | -61.3% | -48.7% |
| 3Y | -89.4% | +27.2% | -116.6% | -80.4% |
| 5Y | -94.7% | +32.5% | -127.2% | -85.8% |
| 10Y | -100.0% | +101.8% | -201.8% | -99.4% |
| All | -100.0% | +402.2% | -502.2% | -99.7% |
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