+2,056.8%
STLD vs SPXU
-100.0%
+2,156.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.1% |
| 7D | -11.1% | +7.6% | -18.7% | -7.6% |
| 30D | -4.8% | +17.5% | -22.3% | +3.2% |
| 3M | -14.6% | +14.7% | -29.2% | -8.1% |
| 6M | -7.4% | -0.1% | -7.4% | -5.5% |
| YTD | +32.6% | -19.8% | +52.4% | +25.0% |
| 1Y | +47.3% | -23.7% | +71.1% | +36.4% |
| 3Y | +107.5% | -79.5% | +187.0% | +21.9% |
| 5Y | +268.8% | -81.9% | +350.7% | +152.2% |
| 10Y | +883.3% | -99.5% | +982.8% | +99.2% |
| All | +2,056.8% | -100.0% | +2,156.8% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling