+258.8%
STLD vs SPXS
-81.6%
+340.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.1% |
| 7D | -11.1% | +7.5% | -18.6% | -8.2% |
| 30D | -4.8% | +17.5% | -22.3% | +1.9% |
| 3M | -14.6% | +14.7% | -29.2% | -9.0% |
| 6M | -7.4% | -0.1% | -7.3% | -5.7% |
| YTD | +32.6% | -19.7% | +52.3% | +26.2% |
| 1Y | +47.3% | -23.6% | +70.9% | +38.3% |
| 3Y | +107.5% | -79.2% | +186.7% | +35.5% |
| All | +258.8% | -81.6% | +340.4% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling