+1,168.8%
SPXL vs STLD
+1,072.4%
+96.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.1% |
| 7D | +1.5% | +2.7% | -1.2% | -0.7% |
| 30D | -3.7% | -8.4% | +4.8% | +2.0% |
| 3M | +8.1% | -9.9% | +18.0% | +14.2% |
| 6M | +39.0% | +33.0% | +6.0% | +8.4% |
| YTD | +29.9% | +42.6% | -12.6% | -5.3% |
| 1Y | +46.6% | +80.8% | -34.1% | -11.8% |
| 3Y | +230.5% | +143.4% | +87.1% | +53.2% |
| 5Y | +140.2% | +293.4% | -153.2% | -28.5% |
| 10Y | +1,168.8% | +1,080.4% | +88.3% | +51.3% |
| All | +1,168.8% | +1,072.4% | +96.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling