-33.6%
SPXU vs SAN
+48.1%
-81.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.6% |
| 7D | +6.4% | -2.8% | +9.1% | +4.2% |
| 30D | +5.9% | -0.5% | +6.5% | +5.7% |
| 3M | -11.7% | +22.7% | -34.4% | +3.9% |
| 6M | -28.7% | +28.8% | -57.5% | -10.5% |
| YTD | -26.4% | +26.3% | -52.6% | -6.1% |
| All | -33.6% | +48.1% | -81.7% | -3.8% |
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 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