-100.0%
SPXS vs SAN
+439.8%
-539.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +0.6% |
| 7D | -0.1% | +1.8% | -1.9% | +1.7% |
| 30D | +0.8% | +2.0% | -1.2% | +2.8% |
| 3M | -4.7% | +19.7% | -24.4% | +14.6% |
| 6M | -29.6% | +30.6% | -60.3% | -5.7% |
| YTD | -29.8% | +28.8% | -58.7% | -5.6% |
| 1Y | -38.9% | +57.8% | -96.7% | +0.1% |
| 3Y | -79.6% | +338.1% | -417.7% | -2.4% |
| 5Y | -85.9% | +384.2% | -470.1% | -5.5% |
| 10Y | -99.5% | +353.1% | -452.7% | -94.5% |
| All | -100.0% | +439.8% | -539.8% | -99.8% |
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