+699.3%
TQQQ vs SITM
+4,789.7%
-4,090.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -3.0% | -0.3% |
| 7D | -1.9% | +3.9% | -5.8% | -3.9% |
| 30D | -4.9% | -6.6% | +1.7% | -2.4% |
| 3M | -6.4% | -11.9% | +5.5% | -3.8% |
| 6M | +44.4% | +81.1% | -36.7% | -1.6% |
| YTD | +35.2% | +80.0% | -44.8% | -11.0% |
| 1Y | +49.5% | +145.8% | -96.3% | -20.4% |
| 3Y | +250.7% | +475.9% | -225.2% | +3.5% |
| 5Y | +104.7% | +189.2% | -84.5% | -19.7% |
| All | +699.3% | +4,789.7% | -4,090.4% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling