+787.1%
STLD vs SPXS
-99.5%
+886.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +4.2% |
| 7D | -4.7% | +0.4% | -5.1% | -3.8% |
| 30D | -0.9% | +10.8% | -11.8% | +4.2% |
| 3M | -11.9% | +9.6% | -21.5% | -7.4% |
| 6M | +0.9% | -4.7% | +5.6% | +1.0% |
| YTD | +40.4% | -24.6% | +65.0% | +30.0% |
| 1Y | +56.6% | -24.6% | +81.1% | +45.6% |
| 3Y | +125.5% | -79.8% | +205.2% | +38.9% |
| 5Y | +292.8% | -83.3% | +376.2% | +171.3% |
| 10Y | +787.1% | -99.5% | +886.6% | +123.6% |
| All | +787.1% | -99.5% | +886.6% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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