+105.2%
TQQQ vs SRE
+45.6%
+59.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +3.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.3% |
| 30D | -4.9% | -3.0% | -1.8% | -3.3% |
| 3M | -6.4% | -8.3% | +1.9% | -1.1% |
| 6M | +44.4% | -8.9% | +53.3% | +51.6% |
| YTD | +35.2% | -4.3% | +39.4% | +34.9% |
| 1Y | +49.5% | +2.7% | +46.8% | +39.4% |
| 3Y | +250.7% | +28.7% | +222.0% | +136.8% |
| All | +105.2% | +45.6% | +59.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling