+20,848.2%
SOXL vs SAN
+157.2%
+20,690.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.5% |
| 7D | +18.4% | -0.5% | +18.8% | +18.8% |
| 30D | -3.2% | -0.1% | -3.1% | -3.4% |
| 3M | -37.6% | +19.6% | -57.2% | -47.9% |
| 6M | +136.1% | +32.7% | +103.4% | +81.7% |
| YTD | +199.5% | +26.7% | +172.8% | +144.1% |
| 1Y | +363.2% | +51.6% | +311.6% | +212.9% |
| 3Y | +496.5% | +348.7% | +147.7% | +24.6% |
| 5Y | +184.8% | +378.7% | -193.9% | -39.5% |
| 10Y | +5,399.0% | +336.9% | +5,062.1% | +1,349.3% |
| All | +20,848.2% | +157.2% | +20,690.9% | +10,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling