+229.6%
TQQQ vs SN
+496.6%
-267.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +4.4% | +0.1% | +4.2% | +4.3% |
| 30D | -3.1% | -5.6% | +2.5% | -0.2% |
| 3M | -5.2% | +48.1% | -53.2% | -24.6% |
| 6M | +52.4% | +57.6% | -5.2% | +16.6% |
| YTD | +37.4% | +56.5% | -19.1% | +5.1% |
| 1Y | +56.0% | +52.6% | +3.4% | +19.9% |
| 3Y | +268.7% | +412.0% | -143.3% | +112.8% |
| All | +229.6% | +496.6% | -267.1% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling