-22.1%
SQQQ vs XLRE
+11.7%
-33.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.8% | +21.0% | +18.9% |
| 7D | +31.0% | +2.9% | +28.1% | +30.7% |
| 30D | +55.7% | +7.8% | +47.9% | +56.1% |
| 3M | +31.2% | -1.2% | +32.4% | +30.6% |
| 6M | +5.1% | +2.0% | +3.1% | +5.9% |
| YTD | -24.9% | +12.4% | -37.3% | -15.1% |
| 1Y | -22.1% | +12.1% | -34.1% | -12.5% |
| All | -22.1% | +11.7% | -33.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling