+8,771.7%
SPXL vs SAN
+271.5%
+8,500.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | +0.1% | +1.8% | -1.7% | -1.5% |
| 30D | -0.9% | +2.0% | -2.9% | -2.7% |
| 3M | +2.0% | +19.7% | -17.7% | -13.5% |
| 6M | +33.5% | +30.6% | +2.9% | +4.1% |
| YTD | +32.2% | +28.8% | +3.3% | +2.8% |
| 1Y | +48.9% | +57.8% | -8.9% | -4.2% |
| 3Y | +222.9% | +338.1% | -115.3% | -22.1% |
| 5Y | +140.7% | +384.2% | -243.5% | -48.3% |
| 10Y | +1,192.7% | +353.1% | +839.5% | +193.7% |
| All | +8,771.7% | +271.5% | +8,500.2% | +1,865.3% |
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