+2,684.0%
SNDK vs WULF
+83.4%
+2,600.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.2% |
| 7D | +17.2% | +7.6% | +9.6% | +13.4% |
| 30D | +28.8% | -8.6% | +37.5% | +32.9% |
| 3M | -1.1% | -37.0% | +35.8% | +16.0% |
| 6M | +190.5% | +7.4% | +183.0% | +197.2% |
| YTD | +633.0% | +43.7% | +589.3% | +586.7% |
| 1Y | +2,684.0% | +86.1% | +2,597.9% | +2,294.3% |
| All | +2,684.0% | +83.4% | +2,600.6% | +2,294.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling