+20,174.1%
SOXL vs WULF
+208.1%
+19,966.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +4.4% |
| 7D | +3.9% | +1.4% | +2.5% | +3.6% |
| 30D | -14.3% | -2.6% | -11.7% | -13.6% |
| 3M | -45.6% | -34.0% | -11.6% | -39.3% |
| 6M | +117.2% | +10.0% | +107.2% | +124.2% |
| YTD | +189.8% | +45.7% | +144.1% | +182.6% |
| 1Y | +317.7% | +57.3% | +260.4% | +298.4% |
| 3Y | +478.6% | +878.9% | -400.3% | +265.1% |
| 5Y | +169.5% | -28.3% | +197.8% | +81.9% |
| 10Y | +5,222.1% | +82.7% | +5,139.4% | +3,180.1% |
| All | +20,174.1% | +208.1% | +19,966.0% | +11,175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling