-100.0%
SQQQ vs XRT
+500.1%
-600.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | -1.8% |
| 7D | -2.7% | -2.4% | -0.3% | -6.5% |
| 30D | +2.4% | -6.9% | +9.4% | -9.1% |
| 3M | -8.0% | -0.4% | -7.6% | -8.2% |
| 6M | -43.9% | +2.2% | -46.2% | -40.2% |
| YTD | -42.2% | -0.7% | -41.5% | -40.7% |
| 1Y | -51.8% | -2.0% | -49.8% | -50.8% |
| 3Y | -89.7% | +41.0% | -130.8% | -75.3% |
| 5Y | -94.7% | -3.3% | -91.4% | -88.5% |
| 10Y | -100.0% | +124.8% | -224.8% | -99.3% |
| All | -100.0% | +500.1% | -600.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling