-36.0%
SQQQ vs XRT
+18.0%
-53.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | +1.7% |
| 7D | +14.6% | +8.0% | +6.5% | +22.1% |
| 30D | +28.9% | +13.0% | +15.8% | +43.4% |
| 3M | +13.1% | +1.7% | +11.4% | +12.5% |
| 6M | -15.2% | +12.6% | -27.8% | -2.8% |
| YTD | -37.0% | +10.7% | -47.6% | -26.0% |
| 1Y | -36.0% | +18.4% | -54.3% | -19.2% |
| All | -36.0% | +18.0% | -53.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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