+195.0%
TQQQ vs SIMO
+221.6%
-26.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -0.7% |
| 7D | +10.4% | +4.1% | +6.3% | +8.2% |
| 30D | -22.2% | -24.0% | +1.8% | -10.6% |
| 3M | -25.1% | -31.8% | +6.7% | -11.8% |
| 6M | -25.0% | -36.9% | +11.9% | -11.1% |
| YTD | +10.1% | +84.8% | -74.8% | -46.3% |
| 1Y | +11.0% | +99.0% | -87.9% | -49.5% |
| 3Y | +195.0% | +217.9% | -23.0% | -17.3% |
| All | +195.0% | +221.6% | -26.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 3y: compounded portfolio wealth divided by compounded SIMO 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…
3y analysis · Full analysis span regression · 6 months rolling