+1,537.1%
SOXX vs WULF
+82.7%
+1,454.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +1.5% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | -3.6% | -2.6% | -1.0% | -3.5% |
| 3M | -10.2% | -34.0% | +23.8% | -7.4% |
| 6M | +54.2% | +10.0% | +44.3% | +52.8% |
| YTD | +75.2% | +45.7% | +29.5% | +69.2% |
| 1Y | +107.5% | +57.3% | +50.2% | +98.0% |
| 3Y | +226.8% | +878.9% | -652.2% | +158.6% |
| 5Y | +251.2% | -28.3% | +279.5% | +178.6% |
| All | +1,537.1% | +82.7% | +1,454.4% | +1,175.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling