+679.3%
TQQQ vs SITM
+4,532.8%
-3,853.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.3% |
| 7D | -3.9% | +4.8% | -8.8% | -6.4% |
| 30D | -5.3% | -9.7% | +4.4% | -1.1% |
| 3M | +0.1% | -9.3% | +9.5% | +1.5% |
| 6M | +40.7% | +69.5% | -28.9% | -0.8% |
| YTD | +31.8% | +70.5% | -38.7% | -10.8% |
| 1Y | +48.2% | +145.3% | -97.0% | -21.1% |
| 3Y | +253.6% | +432.8% | -179.2% | +8.6% |
| 5Y | +99.6% | +174.0% | -74.4% | -19.5% |
| All | +679.3% | +4,532.8% | -3,853.5% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling