-30.6%
SPXU vs SAN
+23.5%
-54.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -0.5% |
| 7D | +2.2% | +4.5% | -2.4% | +5.7% |
| 30D | +3.8% | -12.1% | +15.9% | -4.8% |
| 3M | +3.3% | -15.6% | +18.8% | -7.4% |
| 6M | -16.7% | +5.8% | -22.5% | -10.4% |
| YTD | -28.6% | +5.5% | -34.1% | -18.1% |
| 1Y | -30.6% | +23.6% | -54.1% | -7.1% |
| All | -30.6% | +23.5% | -54.0% | -7.1% |
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