-100.0%
SQQQ vs WULF
+249.6%
-349.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.1% |
| 7D | +1.8% | +1.4% | +0.4% | +2.1% |
| 30D | +4.2% | -2.6% | +6.8% | +4.3% |
| 3M | -3.3% | -34.0% | +30.7% | -6.5% |
| 6M | -43.6% | +10.0% | -53.6% | -40.4% |
| YTD | -41.9% | +45.7% | -87.6% | -35.3% |
| 1Y | -50.6% | +57.3% | -108.0% | -43.4% |
| 3Y | -89.3% | +878.9% | -968.2% | -81.4% |
| 5Y | -94.8% | -28.3% | -66.5% | -90.5% |
| 10Y | -100.0% | +82.7% | -182.6% | -99.9% |
| All | -100.0% | +249.6% | -349.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling