-100.0%
SPXU vs SAN
+178.5%
-278.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.8% |
| 7D | -7.6% | +4.0% | -11.6% | -4.1% |
| 30D | +5.3% | -7.8% | +13.1% | -0.8% |
| 3M | +9.6% | -16.4% | +26.0% | -4.2% |
| 6M | -4.5% | +3.5% | -8.1% | +2.1% |
| YTD | -25.9% | +6.7% | -32.6% | -15.3% |
| 1Y | -28.9% | +14.5% | -43.4% | -13.2% |
| 3Y | -80.5% | +243.5% | -324.0% | -30.9% |
| 5Y | -83.4% | +296.2% | -379.6% | -15.9% |
| 10Y | -99.5% | +268.5% | -368.0% | -95.7% |
| All | -100.0% | +178.5% | -278.5% | -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