+87.2%
STLD vs SPXU
-40.4%
+127.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.1% |
| 7D | +3.1% | -0.1% | +3.3% | +3.2% |
| 30D | -9.0% | +0.8% | -9.8% | -8.6% |
| 3M | -12.4% | -4.7% | -7.7% | -12.8% |
| 6M | +25.5% | -29.6% | +55.1% | +10.3% |
| YTD | +43.6% | -29.9% | +73.5% | +26.2% |
| 1Y | +87.2% | -39.1% | +126.3% | +59.7% |
| All | +87.2% | -40.4% | +127.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling