+49.5%
TQQQ vs SARO
-10.7%
+60.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +1.5% |
| 7D | -1.9% | -3.1% | +1.2% | 0.0% |
| 30D | -4.9% | -12.2% | +7.4% | +2.9% |
| 3M | -6.4% | -7.4% | +1.0% | -2.1% |
| 6M | +44.4% | -15.3% | +59.7% | +57.4% |
| YTD | +35.2% | -16.2% | +51.3% | +45.7% |
| 1Y | +49.5% | -12.1% | +61.6% | +51.4% |
| All | +49.5% | -10.7% | +60.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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