+1,122.7%
STLD vs SPXS
-99.5%
+1,222.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.8% |
| 7D | -2.8% | +1.2% | -4.1% | -2.3% |
| 30D | -10.4% | +5.2% | -15.6% | -8.4% |
| 3M | -10.6% | -9.2% | -1.4% | -13.5% |
| 6M | +32.7% | -29.6% | +62.3% | +17.4% |
| YTD | +42.8% | -27.6% | +70.4% | +28.6% |
| 1Y | +86.9% | -36.7% | +123.7% | +61.2% |
| 3Y | +143.8% | -79.8% | +223.6% | +49.3% |
| 5Y | +293.5% | -85.9% | +379.4% | +152.1% |
| 10Y | +1,122.7% | -99.5% | +1,222.2% | +164.6% |
| All | +1,122.7% | -99.5% | +1,222.2% | +164.6% |
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