+8,499.7%
SPXL vs SIRI
+1,081.1%
+7,418.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -1.3% | -3.9% | +2.6% | +0.2% |
| 30D | -5.0% | -0.8% | -4.2% | -4.8% |
| 3M | +7.6% | +4.3% | +3.3% | +5.3% |
| 6M | +33.6% | +34.1% | -0.5% | +18.7% |
| YTD | +28.1% | +47.3% | -19.2% | +9.0% |
| 1Y | +43.6% | +22.9% | +20.7% | +30.1% |
| 3Y | +225.8% | -24.6% | +250.4% | +233.4% |
| 5Y | +140.1% | -43.2% | +183.2% | +160.9% |
| 10Y | +1,248.4% | -12.3% | +1,260.7% | +1,297.6% |
| All | +8,499.7% | +1,081.1% | +7,418.5% | +7,672.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling