+140.2%
STLD vs SPXS
-80.8%
+221.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.1% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | -9.0% | +0.8% | -9.8% | -8.5% |
| 3M | -12.4% | -4.7% | -7.6% | -13.2% |
| 6M | +25.5% | -29.6% | +55.1% | +11.8% |
| YTD | +43.6% | -29.8% | +73.4% | +28.4% |
| 1Y | +87.2% | -38.9% | +126.1% | +60.4% |
| All | +140.2% | -80.8% | +221.0% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling