-53.5%
SQQQ vs XLV
+27.5%
-81.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -0.3% | +4.4% | -4.7% | -0.3% |
| 3M | +2.7% | +13.2% | -10.5% | +5.9% |
| 6M | -43.8% | +10.1% | -53.9% | -42.3% |
| YTD | -42.9% | +11.7% | -54.6% | -40.7% |
| 1Y | -53.5% | +26.9% | -80.5% | -48.7% |
| All | -53.5% | +27.5% | -81.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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