+34,703.6%
TQQQ vs SGI
+1,002.8%
+33,700.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.4% |
| 30D | -3.0% | +5.5% | -8.6% | -6.4% |
| 3M | -2.7% | -3.6% | +0.9% | -1.0% |
| 6M | +45.4% | -15.0% | +60.5% | +58.4% |
| YTD | +36.3% | -23.0% | +59.3% | +55.9% |
| 1Y | +53.4% | -18.4% | +71.8% | +67.7% |
| 3Y | +265.6% | +57.8% | +207.8% | +174.4% |
| 5Y | +101.7% | +51.5% | +50.2% | +59.1% |
| 10Y | +3,054.7% | +275.2% | +2,779.5% | +1,299.3% |
| All | +34,703.6% | +1,002.8% | +33,700.9% | +5,845.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling