+242.0%
TQQQ vs SMR
+71.3%
+170.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -2.1% |
| 7D | -3.9% | +4.7% | -8.6% | -5.1% |
| 30D | -5.3% | +3.2% | -8.5% | -6.3% |
| 3M | +0.1% | +9.9% | -9.8% | -2.3% |
| 6M | +40.7% | -15.1% | +55.8% | +42.8% |
| YTD | +31.8% | -27.9% | +59.7% | +36.1% |
| 1Y | +48.2% | -70.2% | +118.5% | +73.8% |
| All | +242.0% | +71.3% | +170.7% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling