+740.9%
STLD vs SPXU
-99.5%
+840.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -2.7% |
| 7D | +2.9% | -7.6% | +10.5% | -0.2% |
| 30D | -5.6% | +5.3% | -10.9% | -2.6% |
| 3M | -11.7% | +9.6% | -21.4% | -7.1% |
| 6M | -2.8% | -4.5% | +1.8% | -2.6% |
| YTD | +36.4% | -25.9% | +62.3% | +25.4% |
| 1Y | +50.0% | -28.9% | +78.9% | +36.0% |
| 3Y | +122.3% | -80.5% | +202.8% | +34.4% |
| 5Y | +273.2% | -83.4% | +356.6% | +156.9% |
| All | +740.9% | -99.5% | +840.4% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling