+209.1%
TQQQ vs SW
+44.2%
+164.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.2% |
| 7D | -2.9% | -2.6% | -0.3% | -1.5% |
| 30D | -24.1% | +7.2% | -31.3% | -26.9% |
| 3M | -17.1% | -10.5% | -6.7% | -12.9% |
| 6M | -21.1% | +9.9% | -31.0% | -25.8% |
| YTD | +15.3% | +17.2% | -1.9% | +3.0% |
| 1Y | +8.9% | +26.5% | -17.5% | -6.7% |
| All | +209.1% | +44.2% | +164.9% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling