+1,048.0%
STX vs WULF
-28.8%
+1,076.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.1% |
| 7D | -2.3% | +1.4% | -3.6% | -2.4% |
| 30D | -5.5% | -2.6% | -2.9% | -5.3% |
| 3M | -4.3% | -34.0% | +29.7% | -1.0% |
| 6M | +115.6% | +10.0% | +105.6% | +114.6% |
| YTD | +202.2% | +45.7% | +156.5% | +193.6% |
| 1Y | +325.3% | +57.3% | +268.0% | +308.2% |
| 3Y | +1,283.9% | +878.9% | +405.0% | +1,009.5% |
| All | +1,048.0% | -28.8% | +1,076.8% | +706.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling