-100.0%
SQQQ vs XRT
+128.2%
-228.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -0.5% |
| 7D | +1.8% | -3.2% | +5.0% | -2.9% |
| 30D | +4.2% | -4.5% | +8.6% | -2.8% |
| 3M | -3.3% | -3.1% | -0.2% | -7.6% |
| 6M | -43.6% | +4.2% | -47.9% | -38.2% |
| YTD | -41.9% | -0.1% | -41.8% | -39.7% |
| 1Y | -50.6% | -3.0% | -47.6% | -50.2% |
| 3Y | -89.3% | +41.8% | -131.1% | -75.6% |
| 5Y | -94.8% | -1.3% | -93.5% | -88.3% |
| All | -100.0% | +128.2% | -228.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling