+49.5%
TQQQ vs SRE
+4.6%
+44.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.5% |
| 7D | -1.9% | -0.8% | -1.1% | -2.0% |
| 30D | -4.9% | -3.0% | -1.8% | -4.8% |
| 3M | -6.4% | -8.3% | +1.9% | -6.5% |
| 6M | +44.4% | -8.9% | +53.3% | +43.9% |
| YTD | +35.2% | -4.3% | +39.4% | +32.8% |
| 1Y | +49.5% | +2.7% | +46.8% | +54.8% |
| All | +49.5% | +4.6% | +44.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling