+59.2%
TQQQ vs SITM
+174.8%
-115.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.1% | -1.7% |
| 7D | +0.7% | +9.7% | -9.0% | -2.4% |
| 30D | -0.6% | +12.7% | -13.3% | -6.5% |
| 3M | -14.9% | -13.4% | -1.5% | -12.0% |
| 6M | +44.6% | +59.6% | -15.1% | +22.2% |
| YTD | +37.8% | +73.3% | -35.5% | +13.7% |
| 1Y | +59.2% | +165.5% | -106.4% | +22.9% |
| All | +59.2% | +174.8% | -115.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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