+105.2%
TQQQ vs SAN
+385.2%
-280.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +0.4% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -4.9% | +0.9% | -5.8% | -5.8% |
| 3M | -6.4% | +19.1% | -25.5% | -20.3% |
| 6M | +44.4% | +33.2% | +11.2% | +11.7% |
| YTD | +35.2% | +29.1% | +6.1% | +6.1% |
| 1Y | +49.5% | +50.2% | -0.7% | +1.7% |
| 3Y | +250.7% | +351.0% | -100.3% | -17.1% |
| All | +105.2% | +385.2% | -280.0% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling