+2,046.6%
TQQQ vs SNAP
-77.4%
+2,123.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +4.4% | +1.5% | +2.9% | +3.6% |
| 30D | -3.1% | +1.9% | -5.0% | -4.6% |
| 3M | -5.2% | -3.9% | -1.3% | -5.0% |
| 6M | +52.4% | +5.2% | +47.2% | +46.0% |
| YTD | +37.4% | -32.7% | +70.1% | +56.7% |
| 1Y | +56.0% | -24.8% | +80.8% | +68.4% |
| 3Y | +268.7% | -42.2% | +310.9% | +297.1% |
| 5Y | +101.2% | -92.7% | +193.9% | +296.2% |
| All | +2,046.6% | -77.4% | +2,123.9% | +1,972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling