-38.9%
SPXS vs SAN
+58.9%
-97.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +0.7% |
| 7D | -0.1% | +1.8% | -1.9% | +1.3% |
| 30D | +0.8% | +2.0% | -1.2% | +2.4% |
| 3M | -4.7% | +19.7% | -24.4% | +10.4% |
| 6M | -29.6% | +30.6% | -60.3% | -10.6% |
| YTD | -29.8% | +28.8% | -58.7% | -9.3% |
| 1Y | -38.9% | +57.8% | -96.7% | -8.9% |
| All | -38.9% | +58.9% | -97.9% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling