+85.0%
SPXL vs STLD
+255.4%
-170.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.4% |
| 7D | -8.7% | -11.1% | +2.4% | -0.9% |
| 30D | -16.9% | -4.8% | -12.1% | -14.0% |
| 3M | -15.2% | -14.6% | -0.6% | -6.5% |
| 6M | -5.5% | -7.4% | +1.9% | -3.1% |
| YTD | +12.4% | +32.6% | -20.1% | -12.2% |
| 1Y | +16.9% | +47.3% | -30.4% | -15.7% |
| 3Y | +211.8% | +107.5% | +104.3% | +70.4% |
| All | +85.0% | +255.4% | -170.4% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling