+101.7%
TQQQ vs SIMO
+312.7%
-211.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -2.0% |
| 7D | +2.8% | +14.5% | -11.7% | -4.9% |
| 30D | -3.0% | +20.4% | -23.5% | -13.7% |
| 3M | -2.7% | +7.1% | -9.8% | -10.3% |
| 6M | +45.4% | +129.2% | -83.8% | -21.7% |
| YTD | +36.3% | +201.9% | -165.7% | -41.8% |
| 1Y | +53.4% | +235.5% | -182.1% | -39.4% |
| 3Y | +265.6% | +463.8% | -198.3% | +3.3% |
| 5Y | +101.7% | +306.7% | -205.0% | -28.1% |
| All | +101.7% | +312.7% | -211.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling