+99.6%
TQQQ vs SAP
+52.7%
+46.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -1.5% |
| 7D | -3.9% | -5.1% | +1.2% | +2.1% |
| 30D | -5.3% | -1.8% | -3.5% | -3.9% |
| 3M | +0.1% | +20.9% | -20.8% | -25.6% |
| 6M | +40.7% | +7.0% | +33.7% | +18.8% |
| YTD | +31.8% | -13.7% | +45.5% | +44.0% |
| 1Y | +48.2% | -19.6% | +67.8% | +80.4% |
| 3Y | +253.6% | +52.4% | +201.2% | +42.6% |
| 5Y | +99.6% | +54.4% | +45.2% | -24.0% |
| All | +99.6% | +52.7% | +46.9% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling