I wonder to know what is stand for the S on the slide of the Sig X5 Tactical and Comp model? Thanks in advanced

That's the rollmark on the first generation Xguns. It just means Sport. They did away with the "S" on the second gen Xguns (the Enhanced models).

The "S" does not mean stainless, btw. Here is the earliest Sport P226, a 1995 one with the folded carbon steel slide. Pics and gun are not mine, just from a completed auction.