+110.4%
SPXL vs SAN
+300.6%
-190.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.4% |
| 7D | -3.8% | +3.4% | -7.2% | -6.3% |
| 30D | -8.8% | -6.3% | -2.5% | -4.4% |
| 3M | -7.4% | -14.1% | +6.7% | +3.9% |
| 6M | +1.8% | +4.2% | -2.4% | -2.5% |
| YTD | +23.6% | +9.0% | +14.5% | +12.5% |
| 1Y | +21.7% | +18.8% | +3.0% | +3.1% |
| 3Y | +232.4% | +252.0% | -19.6% | +10.9% |
| 5Y | +110.4% | +299.5% | -189.1% | -36.8% |
| All | +110.4% | +300.6% | -190.1% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling