+980.0%
SMCI vs WULF
-28.8%
+1,008.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.6% | +6.8% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +6.6% | -2.6% | +9.2% | +6.8% |
| 3M | +25.4% | -34.0% | +59.4% | +32.1% |
| 6M | +26.1% | +10.0% | +16.2% | +25.5% |
| YTD | +37.0% | +45.7% | -8.7% | +30.7% |
| 1Y | -8.8% | +57.3% | -66.1% | -14.6% |
| 3Y | +44.6% | +878.9% | -834.3% | +1.5% |
| All | +980.0% | -28.8% | +1,008.8% | +634.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 5y: compounded portfolio wealth divided by compounded WULF 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…
5y analysis · Full analysis span regression · 6 months rolling