-94.8%
SQQQ vs XME
+162.6%
-257.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -3.7% |
| 7D | +1.8% | -4.2% | +6.0% | -3.1% |
| 30D | +4.2% | -2.7% | +6.9% | +1.4% |
| 3M | -3.3% | -3.9% | +0.6% | -4.2% |
| 6M | -43.6% | -1.0% | -42.7% | -38.7% |
| YTD | -41.9% | +9.8% | -51.7% | -26.8% |
| 1Y | -50.6% | +32.5% | -83.2% | -18.5% |
| 3Y | -89.3% | +124.3% | -213.6% | -55.2% |
| All | -94.8% | +162.6% | -257.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling