-10.2%
SOXS vs WULF
-28.1%
+18.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -1.5% |
| 7D | -4.7% | +1.4% | -6.1% | -2.3% |
| 30D | +7.7% | -2.6% | +10.4% | +8.1% |
| 3M | -10.2% | -34.0% | +23.8% | -28.5% |
| All | -10.2% | -28.1% | +18.0% | -28.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling