-100.0%
SQQQ vs XOM
+194.6%
-294.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.3% |
| 7D | +1.8% | +4.1% | -2.3% | +4.6% |
| 30D | +4.2% | +4.6% | -0.4% | +7.2% |
| 3M | -3.3% | +14.0% | -17.2% | +4.6% |
| 6M | -43.6% | +11.0% | -54.6% | -41.1% |
| YTD | -41.9% | +40.7% | -82.6% | -26.7% |
| 1Y | -50.6% | +52.3% | -102.9% | -33.6% |
| 3Y | -89.3% | +60.5% | -149.8% | -84.1% |
| 5Y | -94.8% | +266.4% | -361.2% | -81.6% |
| All | -100.0% | +194.6% | -294.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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