-100.0%
SQQQ vs XYL
+150.5%
-250.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.1% |
| 7D | +1.8% | +1.2% | +0.6% | +3.5% |
| 30D | +4.2% | -11.9% | +16.1% | -12.2% |
| 3M | -3.3% | -1.5% | -1.7% | -5.1% |
| 6M | -43.6% | -11.9% | -31.7% | -51.7% |
| YTD | -41.9% | -20.6% | -21.3% | -56.6% |
| 1Y | -50.6% | -23.5% | -27.1% | -64.6% |
| 3Y | -89.3% | +14.9% | -104.2% | -83.0% |
| 5Y | -94.8% | -15.3% | -79.5% | -91.8% |
| All | -100.0% | +150.5% | -250.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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