+200.1%
TQQQ vs SMR
+7.6%
+192.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.1% |
| 7D | +2.8% | +13.1% | -10.3% | -0.1% |
| 30D | -3.0% | +17.8% | -20.8% | -6.9% |
| 3M | -2.7% | +8.1% | -10.8% | -4.9% |
| 6M | +45.4% | -11.1% | +56.5% | +46.3% |
| YTD | +36.3% | -23.7% | +60.0% | +39.2% |
| 1Y | +53.4% | -69.4% | +122.8% | +80.6% |
| 3Y | +265.6% | +82.6% | +183.0% | +192.9% |
| All | +200.1% | +7.6% | +192.5% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling