-100.0%
SQQQ vs XLU
+418.5%
-518.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -3.0% |
| 7D | +1.8% | -1.6% | +3.4% | -0.6% |
| 30D | +4.2% | -3.3% | +7.5% | -0.9% |
| 3M | -3.3% | -3.2% | -0.1% | -8.3% |
| 6M | -43.6% | -7.0% | -36.7% | -50.0% |
| YTD | -41.9% | +0.6% | -42.5% | -41.9% |
| 1Y | -50.6% | +2.4% | -53.1% | -48.9% |
| 3Y | -89.3% | +46.3% | -135.6% | -79.4% |
| 5Y | -94.8% | +44.0% | -138.8% | -88.5% |
| 10Y | -100.0% | +140.1% | -240.0% | -99.7% |
| All | -100.0% | +418.5% | -518.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling