+66.7%
SNXX vs WULF
-15.2%
+81.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.6% | -9.1% | -8.6% |
| 7D | -47.8% | -12.8% | -35.0% | -37.6% |
| 30D | -66.0% | -20.9% | -45.1% | -54.7% |
| 3M | -57.5% | -38.0% | -19.4% | -28.1% |
| 6M | -66.7% | -47.5% | -19.2% | -26.5% |
| All | +66.7% | -15.2% | +81.8% | +206.3% |
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