+105.2%
TQQQ vs SFM
+213.6%
-108.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -1.9% | -10.6% | +8.7% | +1.6% |
| 30D | -4.9% | -15.5% | +10.6% | -0.1% |
| 3M | -6.4% | -17.4% | +11.0% | -1.7% |
| 6M | +44.4% | -3.4% | +47.8% | +40.5% |
| YTD | +35.2% | -8.7% | +43.8% | +33.2% |
| 1Y | +49.5% | -47.2% | +96.7% | +83.5% |
| 3Y | +250.7% | +82.7% | +168.0% | +147.8% |
| All | +105.2% | +213.6% | -108.5% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling