-100.0%
SQQQ vs XOP
+58.8%
-158.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.3% |
| 7D | -2.7% | +1.0% | -3.7% | -2.0% |
| 30D | +2.4% | +10.8% | -8.4% | +10.4% |
| 3M | -8.0% | +19.5% | -27.5% | +3.8% |
| 6M | -43.9% | +21.6% | -65.5% | -36.6% |
| YTD | -42.2% | +55.8% | -98.1% | -20.9% |
| 1Y | -51.8% | +54.6% | -106.4% | -33.8% |
| 3Y | -89.7% | +36.6% | -126.4% | -85.1% |
| 5Y | -94.7% | +160.6% | -255.4% | -84.7% |
| 10Y | -100.0% | +56.2% | -156.2% | -99.9% |
| All | -100.0% | +58.8% | -158.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling