-89.3%
SQQQ vs WULF
+830.0%
-919.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -1.7% |
| 7D | +1.8% | +1.4% | +0.4% | +2.3% |
| 30D | +4.2% | -2.6% | +6.8% | +4.4% |
| 3M | -3.3% | -34.0% | +30.7% | -8.8% |
| 6M | -43.6% | +10.0% | -53.6% | -38.5% |
| YTD | -41.9% | +45.7% | -87.6% | -31.0% |
| 1Y | -50.6% | +57.3% | -108.0% | -38.6% |
| 3Y | -89.3% | +878.9% | -968.2% | -77.3% |
| All | -89.3% | +830.0% | -919.3% | -77.3% |
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