+216.1%
TQQQ vs SN
+453.9%
-237.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.1% |
| 7D | -3.9% | -7.2% | +3.3% | 0.0% |
| 30D | -5.3% | -13.4% | +8.1% | +2.2% |
| 3M | +0.1% | +26.8% | -26.7% | -12.9% |
| 6M | +40.7% | +44.6% | -3.9% | +12.8% |
| YTD | +31.8% | +45.3% | -13.5% | +5.0% |
| 1Y | +48.2% | +40.1% | +8.1% | +19.4% |
| 3Y | +253.6% | +375.3% | -121.7% | +112.5% |
| All | +216.1% | +453.9% | -237.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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