-100.0%
SQQQ vs XME
+212.6%
-312.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -3.0% |
| 30D | +2.4% | +1.4% | +1.0% | +4.4% |
| 3M | -8.0% | +2.7% | -10.7% | -1.3% |
| 6M | -43.9% | +6.5% | -50.5% | -34.6% |
| YTD | -42.2% | +15.2% | -57.4% | -25.5% |
| 1Y | -51.8% | +43.5% | -95.3% | -19.1% |
| 3Y | -89.7% | +135.9% | -225.6% | -63.7% |
| 5Y | -94.7% | +181.5% | -276.2% | -69.8% |
| 10Y | -100.0% | +436.9% | -536.8% | -99.3% |
| All | -100.0% | +212.6% | -312.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling