+8,771.7%
SPXL vs STLD
+2,903.3%
+5,868.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +0.1% |
| 7D | +0.1% | +3.1% | -3.1% | -2.6% |
| 30D | -0.9% | -9.0% | +8.1% | +5.7% |
| 3M | +2.0% | -12.4% | +14.4% | +10.5% |
| 6M | +33.5% | +25.5% | +8.0% | +8.2% |
| YTD | +32.2% | +43.6% | -11.5% | -5.2% |
| 1Y | +48.9% | +87.2% | -38.3% | -14.3% |
| 3Y | +222.9% | +135.2% | +87.6% | +50.7% |
| 5Y | +140.7% | +290.9% | -150.2% | -29.7% |
| 10Y | +1,192.7% | +1,113.5% | +79.2% | +40.5% |
| All | +8,771.7% | +2,903.3% | +5,868.4% | +262.5% |
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 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