+145.2%
SPXL vs SIRI
-41.5%
+186.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -4.2% | +2.5% | -6.7% | -5.1% |
| 3M | +8.1% | +6.6% | +1.5% | +5.2% |
| 6M | +35.6% | +32.9% | +2.7% | +21.9% |
| YTD | +28.8% | +50.5% | -21.7% | +10.0% |
| 1Y | +39.8% | +28.0% | +11.9% | +26.0% |
| 3Y | +221.4% | -22.4% | +243.8% | +221.0% |
| All | +145.2% | -41.5% | +186.7% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling