+449.8%
SOXL vs SAN
+342.3%
+107.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.5% |
| 7D | +8.5% | -2.8% | +11.2% | +12.8% |
| 30D | -13.0% | -0.5% | -12.4% | -12.6% |
| 3M | -35.9% | +22.7% | -58.7% | -51.0% |
| 6M | +112.1% | +28.8% | +83.3% | +58.4% |
| YTD | +175.4% | +26.3% | +149.2% | +110.7% |
| 1Y | +304.9% | +48.8% | +256.0% | +153.9% |
| All | +449.8% | +342.3% | +107.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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