-1.7%
SPXL vs SAN
+4.9%
-6.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.7% |
| 7D | +7.4% | +4.0% | +3.4% | +4.5% |
| 30D | -7.8% | -7.8% | 0.0% | -2.6% |
| 3M | -11.9% | -16.4% | +4.4% | +0.3% |
| 6M | -1.7% | +3.5% | -5.3% | -6.9% |
| All | -1.7% | +4.9% | -6.7% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling