+8,010.4%
SPXL vs SAN
+207.6%
+7,802.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | +7.4% | +4.0% | +3.4% | +3.6% |
| 30D | -7.8% | -7.8% | 0.0% | -1.4% |
| 3M | -11.9% | -16.4% | +4.4% | +2.5% |
| 6M | -1.7% | +3.5% | -5.3% | -6.1% |
| YTD | +20.8% | +6.7% | +14.1% | +10.5% |
| 1Y | +25.0% | +14.5% | +10.5% | +7.0% |
| 3Y | +226.1% | +243.5% | -17.4% | -2.3% |
| 5Y | +101.1% | +296.2% | -195.1% | -48.3% |
| 10Y | +1,112.6% | +268.5% | +844.1% | +231.4% |
| All | +8,010.4% | +207.6% | +7,802.8% | +2,012.7% |
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