-94.8%
SQQQ vs XOP
+158.8%
-253.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | +2.6% | -0.8% | +3.6% |
| 30D | +4.2% | +9.6% | -5.4% | +10.7% |
| 3M | -3.3% | +20.4% | -23.6% | +8.9% |
| 6M | -43.6% | +19.9% | -63.6% | -37.4% |
| YTD | -41.9% | +56.4% | -98.3% | -19.9% |
| 1Y | -50.6% | +52.4% | -103.1% | -32.8% |
| 3Y | -89.3% | +39.9% | -129.2% | -83.7% |
| All | -94.8% | +158.8% | -253.6% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling