-29.0%
SQQQ vs XLY
-1.1%
-27.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.8% |
| 7D | +14.0% | +1.9% | +12.1% | +18.8% |
| 30D | +48.7% | +5.6% | +43.2% | +67.0% |
| 3M | +25.0% | -0.2% | +25.2% | +26.4% |
| 6M | +7.8% | -1.5% | +9.3% | +9.2% |
| YTD | -27.7% | -0.9% | -26.7% | -20.9% |
| 1Y | -29.0% | +0.7% | -29.7% | -18.3% |
| All | -29.0% | -1.1% | -27.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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