-36.0%
SQQQ vs XOP
+45.9%
-81.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | +0.1% |
| 7D | +14.6% | -10.5% | +25.1% | +20.2% |
| 30D | +28.9% | -4.3% | +33.2% | +30.9% |
| 3M | +13.1% | +4.7% | +8.4% | +10.0% |
| 6M | -15.2% | -0.1% | -15.1% | -16.3% |
| YTD | -37.0% | +43.8% | -80.8% | -37.3% |
| 1Y | -36.0% | +45.3% | -81.2% | -36.1% |
| All | -36.0% | +45.9% | -81.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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