-79.6%
SPXS vs SIRI
-22.6%
-57.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.7% |
| 30D | +4.2% | +2.5% | +1.7% | +5.2% |
| 3M | -9.3% | +6.6% | -15.9% | -7.0% |
| 6M | -30.7% | +32.9% | -63.6% | -22.7% |
| YTD | -28.1% | +50.5% | -78.5% | -16.0% |
| 1Y | -35.1% | +28.0% | -63.0% | -28.0% |
| 3Y | -79.6% | -22.4% | -57.2% | -77.5% |
| All | -79.6% | -22.6% | -57.0% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling