-53.5%
SQQQ vs XLU
+4.9%
-58.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +0.8% | -1.8% | -0.9% |
| 30D | -0.3% | -1.3% | +1.0% | -0.4% |
| 3M | +2.7% | -1.3% | +4.1% | +3.4% |
| 6M | -43.8% | -7.6% | -36.2% | -45.2% |
| YTD | -42.9% | +2.3% | -45.2% | -40.4% |
| 1Y | -53.5% | +5.8% | -59.3% | -52.3% |
| All | -53.5% | +4.9% | -58.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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