-100.0%
SPXU vs SAN
+236.3%
-336.3%
-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% | +1.5% |
| 30D | +0.8% | +2.0% | -1.2% | +2.7% |
| 3M | -4.7% | +19.7% | -24.4% | +13.2% |
| 6M | -29.6% | +30.6% | -60.2% | -7.4% |
| YTD | -29.9% | +28.8% | -58.7% | -7.4% |
| 1Y | -39.1% | +57.8% | -96.8% | -3.2% |
| 3Y | -80.0% | +338.1% | -418.1% | -13.5% |
| 5Y | -86.0% | +384.2% | -470.3% | -16.6% |
| 10Y | -99.5% | +353.1% | -452.7% | -95.2% |
| All | -100.0% | +236.3% | -336.3% | -99.9% |
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