-85.9%
SPXS vs SAN
+384.1%
-469.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +0.5% |
| 7D | +1.2% | -0.5% | +1.7% | +0.9% |
| 30D | +5.2% | -0.1% | +5.2% | +5.3% |
| 3M | -9.2% | +19.6% | -28.8% | +6.9% |
| 6M | -29.6% | +32.7% | -62.3% | -7.4% |
| YTD | -27.6% | +26.7% | -54.3% | -6.7% |
| 1Y | -36.7% | +51.6% | -88.4% | -4.3% |
| 3Y | -79.8% | +348.7% | -428.6% | -15.1% |
| 5Y | -85.9% | +378.7% | -464.6% | -12.5% |
| All | -85.9% | +384.1% | -469.9% | -12.5% |
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