+357.5%
TQQQ vs SNOW
+34.6%
+322.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.0% |
| 7D | -3.9% | -7.5% | +3.6% | +0.2% |
| 30D | -5.3% | -1.3% | -3.9% | -5.5% |
| 3M | +0.1% | +37.4% | -37.3% | -17.8% |
| 6M | +40.7% | +88.1% | -47.4% | -11.8% |
| YTD | +31.8% | +50.3% | -18.5% | -6.3% |
| 1Y | +48.2% | +46.0% | +2.2% | +6.8% |
| 3Y | +253.6% | +98.7% | +154.9% | +94.3% |
| 5Y | +99.6% | +3.5% | +96.1% | +46.5% |
| All | +357.5% | +34.6% | +322.9% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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