-100.0%
SQQQ vs XOP
+58.6%
-158.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | +2.6% | -0.8% | +3.5% |
| 30D | +4.2% | +9.6% | -5.4% | +10.4% |
| 3M | -3.3% | +20.4% | -23.6% | +8.4% |
| 6M | -43.6% | +19.9% | -63.6% | -37.7% |
| YTD | -41.9% | +56.4% | -98.3% | -22.8% |
| 1Y | -50.6% | +52.4% | -103.1% | -35.1% |
| 3Y | -89.3% | +39.9% | -129.2% | -84.7% |
| 5Y | -94.8% | +163.7% | -258.5% | -86.7% |
| All | -100.0% | +58.6% | -158.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling