-100.0%
SOXS vs WULF
+208.1%
-308.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -4.7% |
| 7D | -4.7% | +1.4% | -6.1% | -4.1% |
| 30D | +7.7% | -2.6% | +10.4% | +8.7% |
| 3M | -10.2% | -34.0% | +23.8% | -12.2% |
| 6M | -99.2% | +10.0% | -109.2% | -98.7% |
| YTD | -99.5% | +45.7% | -145.2% | -99.2% |
| 1Y | -99.8% | +57.3% | -157.1% | -99.6% |
| 3Y | -100.0% | +878.9% | -978.9% | -99.9% |
| 5Y | -100.0% | -28.3% | -71.7% | -100.0% |
| 10Y | -100.0% | +82.7% | -182.7% | -100.0% |
| All | -100.0% | +208.1% | -308.1% | -100.0% |
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