-100.0%
SQQQ vs XLV
+174.9%
-274.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -3.0% |
| 7D | +1.8% | -3.6% | +5.4% | -7.0% |
| 30D | +4.2% | -1.8% | +6.0% | -1.2% |
| 3M | -3.3% | +7.8% | -11.1% | +11.8% |
| 6M | -43.6% | +9.1% | -52.8% | -32.6% |
| YTD | -41.9% | +7.7% | -49.6% | -32.9% |
| 1Y | -50.6% | +20.4% | -71.1% | -23.3% |
| 3Y | -89.3% | +30.8% | -120.1% | -76.1% |
| 5Y | -94.8% | +34.6% | -129.4% | -82.4% |
| All | -100.0% | +174.9% | -274.9% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling