+7,977.0%
SPXL vs STLD
+2,730.1%
+5,246.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.9% | +5.4% |
| 7D | -0.9% | -9.7% | +8.8% | +7.7% |
| 30D | -11.4% | -4.5% | -6.9% | -8.0% |
| 3M | -10.8% | -13.1% | +2.3% | -1.7% |
| 6M | -0.3% | -2.8% | +2.5% | -1.2% |
| YTD | +20.3% | +35.3% | -15.0% | -9.8% |
| 1Y | +24.7% | +51.4% | -26.6% | -14.6% |
| 3Y | +238.6% | +117.9% | +120.6% | +68.1% |
| 5Y | +100.0% | +272.6% | -172.6% | -38.9% |
| 10Y | +1,108.4% | +782.2% | +326.3% | +70.8% |
| All | +7,977.0% | +2,730.1% | +5,246.9% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling