+2,101.9%
STLD vs SPXU
-100.0%
+2,201.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.0% | +9.1% | -1.0% |
| 7D | -9.7% | -1.5% | -8.2% | -9.6% |
| 30D | -4.5% | +9.7% | -14.2% | +0.4% |
| 3M | -13.1% | +8.4% | -21.5% | -8.7% |
| 6M | -2.8% | -5.7% | +3.0% | -3.2% |
| YTD | +35.3% | -25.4% | +60.8% | +23.7% |
| 1Y | +51.4% | -28.9% | +80.3% | +36.1% |
| 3Y | +117.9% | -81.2% | +199.1% | +23.4% |
| 5Y | +272.6% | -83.3% | +355.9% | +146.0% |
| 10Y | +782.2% | -99.5% | +881.7% | +82.9% |
| All | +2,101.9% | -100.0% | +2,201.8% | +2.2% |
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