+226.8%
SOXX vs WULF
+830.0%
-603.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +1.4% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | -3.6% | -2.6% | -1.0% | -3.5% |
| 3M | -10.2% | -34.0% | +23.8% | -5.8% |
| 6M | +54.2% | +10.0% | +44.3% | +52.1% |
| YTD | +75.2% | +45.7% | +29.5% | +66.3% |
| 1Y | +107.5% | +57.3% | +50.2% | +93.4% |
| 3Y | +226.8% | +878.9% | -652.2% | +149.8% |
| All | +226.8% | +830.0% | -603.2% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling