-79.8%
SPXU vs SAN
+343.8%
-423.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +0.5% |
| 7D | +1.3% | -0.5% | +1.7% | +1.0% |
| 30D | +5.1% | -0.1% | +5.2% | +5.3% |
| 3M | -9.1% | +19.6% | -28.8% | +5.2% |
| 6M | -29.6% | +32.7% | -62.3% | -9.8% |
| YTD | -27.7% | +26.7% | -54.4% | -8.7% |
| 1Y | -37.0% | +51.6% | -88.6% | -8.2% |
| All | -79.8% | +343.8% | -423.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling