-30.4%
SPXS vs WOLF
-3.0%
-27.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -4.6% |
| 7D | +2.2% | -14.5% | +16.6% | -0.1% |
| 30D | +3.8% | -32.0% | +35.8% | -1.5% |
| 3M | +3.3% | -15.8% | +19.1% | +3.2% |
| 6M | -16.7% | -36.6% | +19.9% | -16.1% |
| YTD | -28.5% | +30.9% | -59.4% | -13.7% |
| 1Y | -30.4% | +4.1% | -34.5% | -17.5% |
| All | -30.4% | -3.0% | -27.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling