-99.5%
SPXU vs SAN
+357.1%
-456.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -0.4% |
| 7D | +2.5% | +0.2% | +2.3% | +2.7% |
| 30D | +4.2% | +0.9% | +3.2% | +5.3% |
| 3M | -9.3% | +19.1% | -28.4% | +7.4% |
| 6M | -30.7% | +33.2% | -63.9% | -6.5% |
| YTD | -28.1% | +29.1% | -57.2% | -4.0% |
| 1Y | -35.2% | +50.2% | -85.5% | +0.1% |
| 3Y | -79.9% | +351.0% | -431.0% | -5.4% |
| 5Y | -86.4% | +394.7% | -481.1% | -10.2% |
| All | -99.5% | +357.1% | -456.6% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling