+5,189.9%
STLD vs SPXS
-100.0%
+5,289.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | 0.0% |
| 7D | -11.1% | +7.5% | -18.6% | -7.3% |
| 30D | -4.8% | +17.5% | -22.3% | +3.9% |
| 3M | -14.6% | +14.7% | -29.2% | -7.4% |
| 6M | -7.4% | -0.1% | -7.3% | -5.4% |
| YTD | +32.6% | -19.7% | +52.3% | +24.1% |
| 1Y | +47.3% | -23.6% | +70.9% | +35.3% |
| 3Y | +107.5% | -79.2% | +186.7% | +15.5% |
| 5Y | +268.8% | -81.7% | +350.6% | +140.1% |
| 10Y | +883.3% | -99.5% | +982.8% | +55.9% |
| All | +5,189.9% | -100.0% | +5,289.9% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling