+105.2%
TQQQ vs SGOV
+20.2%
+85.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | -1.9% | 0.0% | -2.0% | -1.7% |
| 30D | -4.9% | +0.3% | -5.2% | -3.7% |
| 3M | -6.4% | +0.9% | -7.3% | -3.3% |
| 6M | +44.4% | +1.8% | +42.6% | +51.7% |
| YTD | +35.2% | +2.5% | +32.6% | +41.7% |
| 1Y | +49.5% | +3.8% | +45.7% | +55.2% |
| 3Y | +250.7% | +14.4% | +236.3% | +173.9% |
| All | +105.2% | +20.2% | +85.0% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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