-100.0%
SQQQ vs XLRE
+89.0%
-189.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -1.1% |
| 7D | +1.8% | -1.2% | +3.0% | -0.2% |
| 30D | +4.2% | -2.4% | +6.6% | -0.1% |
| 3M | -3.3% | -2.5% | -0.8% | -9.1% |
| 6M | -43.6% | +4.0% | -47.6% | -39.9% |
| YTD | -41.9% | +9.3% | -51.2% | -32.1% |
| 1Y | -50.6% | +5.6% | -56.2% | -45.9% |
| 3Y | -89.3% | +31.3% | -120.6% | -79.7% |
| 5Y | -94.8% | +9.5% | -104.3% | -90.1% |
| All | -100.0% | +89.0% | -189.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling