+99.8%
TQQQ vs SW
-2.3%
+102.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +0.7% | -5.1% | +5.8% | +2.8% |
| 30D | -0.6% | -4.6% | +3.9% | +1.1% |
| 3M | -14.9% | +9.4% | -24.3% | -18.3% |
| 6M | +44.6% | +3.5% | +41.1% | +41.3% |
| YTD | +37.8% | +22.0% | +15.8% | +25.3% |
| 1Y | +59.2% | +2.2% | +57.0% | +54.1% |
| 3Y | +254.1% | +19.6% | +234.5% | +222.4% |
| All | +99.8% | -2.3% | +102.1% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling