-32.8%
SPXS vs WOLF
+51.6%
-84.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +7.0% | +0.6% |
| 7D | +1.2% | +2.4% | -1.1% | +1.6% |
| 30D | +5.2% | -6.9% | +12.1% | +4.5% |
| 3M | -9.2% | -44.1% | +34.9% | -13.8% |
| 6M | -29.6% | +53.6% | -83.2% | -17.8% |
| YTD | -27.6% | +56.7% | -84.3% | -14.5% |
| All | -32.8% | +51.6% | -84.3% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling