+327.2%
SMH vs WULF
-28.8%
+356.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.1% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -2.8% | -2.6% | -0.2% | -2.7% |
| 3M | -6.7% | -34.0% | +27.3% | -3.3% |
| 6M | +41.8% | +10.0% | +31.8% | +39.7% |
| YTD | +57.9% | +45.7% | +12.2% | +50.6% |
| 1Y | +87.6% | +57.3% | +30.3% | +76.2% |
| 3Y | +282.9% | +878.9% | -596.0% | +180.9% |
| All | +327.2% | -28.8% | +356.0% | +214.5% |
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