-100.0%
SQQQ vs XYL
+454.2%
-554.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +2.0% |
| 7D | +4.1% | -1.2% | +5.3% | +2.4% |
| 30D | +4.6% | -13.2% | +17.8% | -12.6% |
| 3M | -10.4% | -0.2% | -10.3% | -10.2% |
| 6M | -42.1% | -12.5% | -29.6% | -50.3% |
| YTD | -40.3% | -20.9% | -19.5% | -54.8% |
| 1Y | -50.2% | -21.6% | -28.6% | -62.2% |
| 3Y | -89.4% | +16.1% | -105.5% | -83.4% |
| 5Y | -94.7% | -15.6% | -79.0% | -91.9% |
| 10Y | -100.0% | +147.7% | -247.6% | -99.7% |
| All | -100.0% | +454.2% | -554.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling