+2,876.9%
TQQQ vs SAN
+357.1%
+2,519.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +0.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -4.9% | +0.9% | -5.8% | -5.7% |
| 3M | -6.4% | +19.1% | -25.5% | -19.3% |
| 6M | +44.4% | +33.2% | +11.2% | +14.0% |
| YTD | +35.2% | +29.1% | +6.1% | +8.4% |
| 1Y | +49.5% | +50.2% | -0.7% | +5.2% |
| 3Y | +250.7% | +351.0% | -100.3% | -5.6% |
| 5Y | +104.7% | +394.7% | -290.0% | -48.9% |
| All | +2,876.9% | +357.1% | +2,519.8% | +808.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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