+2,876.9%
TQQQ vs SFM
+271.4%
+2,605.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -1.9% | -10.6% | +8.7% | +1.8% |
| 30D | -4.9% | -15.5% | +10.6% | +0.2% |
| 3M | -6.4% | -17.4% | +11.0% | -1.5% |
| 6M | +44.4% | -3.4% | +47.8% | +41.0% |
| YTD | +35.2% | -8.7% | +43.8% | +33.4% |
| 1Y | +49.5% | -47.2% | +96.7% | +79.3% |
| 3Y | +250.7% | +82.7% | +168.0% | +157.9% |
| 5Y | +104.7% | +214.3% | -109.6% | +20.2% |
| All | +2,876.9% | +271.4% | +2,605.5% | +1,402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling