+49.5%
TQQQ vs SAP
-19.0%
+68.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -1.9% | -4.1% | +2.1% | -1.1% |
| 30D | -4.9% | +1.1% | -5.9% | -5.0% |
| 3M | -6.4% | +26.1% | -32.5% | -9.8% |
| 6M | +44.4% | +9.8% | +34.6% | +47.1% |
| YTD | +35.2% | -13.6% | +48.7% | +55.6% |
| 1Y | +49.5% | -18.7% | +68.2% | +88.2% |
| All | +49.5% | -19.0% | +68.5% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling