-100.0%
SPXU vs SIRI
+838.9%
-938.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +0.9% |
| 7D | +1.3% | -3.9% | +5.2% | -1.0% |
| 30D | +5.1% | -0.8% | +6.0% | +4.9% |
| 3M | -9.1% | +4.3% | -13.4% | -6.6% |
| 6M | -29.6% | +34.1% | -63.6% | -15.3% |
| YTD | -27.7% | +47.3% | -75.0% | -8.0% |
| 1Y | -37.0% | +22.9% | -59.9% | -27.2% |
| 3Y | -80.2% | -24.6% | -55.6% | -79.8% |
| 5Y | -86.0% | -43.2% | -42.8% | -86.4% |
| 10Y | -99.5% | -12.3% | -87.2% | -99.2% |
| All | -100.0% | +838.9% | -938.9% | -100.0% |
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