+140.1%
SPXL vs SAN
+384.1%
-244.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | -5.0% | -0.1% | -4.9% | -5.0% |
| 3M | +7.6% | +19.6% | -12.1% | -7.0% |
| 6M | +33.6% | +32.7% | +0.9% | +6.1% |
| YTD | +28.1% | +26.7% | +1.4% | +4.2% |
| 1Y | +43.6% | +51.6% | -8.0% | +0.6% |
| 3Y | +225.8% | +348.7% | -122.9% | -9.6% |
| 5Y | +140.1% | +378.7% | -238.7% | -43.2% |
| All | +140.1% | +384.1% | -244.0% | -43.2% |
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