-31.5%
SPXS vs WOLF
+39.8%
-71.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.7% | +9.6% | +0.7% |
| 7D | +6.4% | -6.2% | +12.6% | +5.5% |
| 30D | +6.0% | -16.5% | +22.5% | +3.6% |
| 3M | -11.6% | -42.0% | +30.4% | -15.8% |
| 6M | -28.7% | +51.8% | -80.5% | -17.0% |
| YTD | -26.3% | +44.6% | -70.8% | -13.9% |
| All | -31.5% | +39.8% | -71.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling