+106.9%
TQQQ vs SARO
-22.5%
+129.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +1.2% |
| 7D | -1.9% | -3.1% | +1.2% | +0.7% |
| 30D | -4.9% | -12.2% | +7.4% | +5.7% |
| 3M | -6.4% | -7.4% | +1.0% | -1.2% |
| 6M | +44.4% | -15.3% | +59.7% | +61.6% |
| YTD | +35.2% | -16.2% | +51.3% | +50.9% |
| 1Y | +49.5% | -12.1% | +61.6% | +58.4% |
| All | +106.9% | -22.5% | +129.4% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling