+105.2%
TQQQ vs SITM
+187.3%
-82.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -3.0% | -0.5% |
| 7D | -1.9% | +3.9% | -5.8% | -4.1% |
| 30D | -4.9% | -6.6% | +1.7% | -2.3% |
| 3M | -6.4% | -11.9% | +5.5% | -3.8% |
| 6M | +44.4% | +81.1% | -36.7% | -6.1% |
| YTD | +35.2% | +80.0% | -44.8% | -15.6% |
| 1Y | +49.5% | +145.8% | -96.3% | -26.9% |
| 3Y | +250.7% | +475.9% | -225.2% | -17.3% |
| All | +105.2% | +187.3% | -82.1% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling