-100.0%
SQQQ vs XLY
+220.9%
-320.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -0.2% |
| 7D | +1.8% | -1.7% | +3.5% | -2.6% |
| 30D | +4.2% | -4.2% | +8.3% | -6.9% |
| 3M | -3.3% | -2.7% | -0.6% | -8.4% |
| 6M | -43.6% | -0.6% | -43.0% | -40.7% |
| YTD | -41.9% | -5.0% | -36.9% | -44.9% |
| 1Y | -50.6% | -4.1% | -46.5% | -50.5% |
| 3Y | -89.3% | +33.6% | -122.9% | -59.9% |
| 5Y | -94.8% | +28.7% | -123.5% | -64.0% |
| All | -100.0% | +220.9% | -320.8% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling