+1,199.1%
SPXL vs SAN
+357.1%
+842.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.2% | +0.4% |
| 7D | -2.5% | +0.2% | -2.7% | -2.7% |
| 30D | -4.2% | +0.9% | -5.2% | -5.1% |
| 3M | +8.1% | +19.1% | -11.0% | -7.5% |
| 6M | +35.6% | +33.2% | +2.4% | +5.0% |
| YTD | +28.8% | +29.1% | -0.3% | +1.0% |
| 1Y | +39.8% | +50.2% | -10.4% | -4.5% |
| 3Y | +221.4% | +351.0% | -129.7% | -21.3% |
| 5Y | +146.9% | +394.7% | -247.7% | -46.1% |
| All | +1,199.1% | +357.1% | +842.0% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling