+59.2%
TQQQ vs SGI
-17.2%
+76.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +0.7% | +8.5% | -7.8% | -3.2% |
| 30D | -0.6% | +0.7% | -1.3% | -1.1% |
| 3M | -14.9% | +0.6% | -15.5% | -15.0% |
| 6M | +44.6% | -17.9% | +62.5% | +50.9% |
| YTD | +37.8% | -21.2% | +59.0% | +45.7% |
| 1Y | +59.2% | -18.9% | +78.0% | +77.7% |
| All | +59.2% | -17.2% | +76.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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