+2,011.4%
TQQQ vs SNAP
-76.3%
+2,087.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.4% |
| 7D | -1.9% | +3.8% | -5.8% | -3.5% |
| 30D | -4.9% | +9.2% | -14.1% | -8.9% |
| 3M | -6.4% | +6.6% | -13.0% | -10.2% |
| 6M | +44.4% | +16.9% | +27.5% | +32.6% |
| YTD | +35.2% | -29.6% | +64.8% | +51.2% |
| 1Y | +49.5% | -22.1% | +71.6% | +59.1% |
| 3Y | +250.7% | -39.8% | +290.5% | +271.3% |
| 5Y | +104.7% | -92.4% | +197.1% | +296.1% |
| All | +2,011.4% | -76.3% | +2,087.8% | +1,900.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling