+242.0%
TQQQ vs SBAC
-11.3%
+253.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.4% | -3.3% |
| 7D | -3.9% | -5.3% | +1.4% | -4.0% |
| 30D | -5.3% | +0.4% | -5.7% | -5.2% |
| 3M | +0.1% | -11.9% | +12.0% | +0.4% |
| 6M | +40.7% | -4.5% | +45.1% | +40.3% |
| YTD | +31.8% | -4.3% | +36.1% | +31.5% |
| 1Y | +48.2% | -3.9% | +52.1% | +47.9% |
| All | +242.0% | -11.3% | +253.3% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling