+9,929.9%
STX vs WULF
+469.6%
+9,460.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.9% |
| 7D | +14.6% | +11.0% | +3.6% | +13.8% |
| 30D | -26.0% | +9.4% | -35.3% | -26.3% |
| 3M | -42.6% | -22.6% | -20.0% | -41.7% |
| 6M | -35.3% | -45.4% | +10.1% | -32.8% |
| YTD | +92.5% | +9.8% | +82.6% | +91.6% |
| 1Y | +102.4% | +8.0% | +94.3% | +101.4% |
| 3Y | +673.8% | +1,149.5% | -475.7% | +546.9% |
| 5Y | +463.1% | -55.6% | +518.6% | +393.0% |
| 10Y | +2,014.6% | +34.7% | +1,979.9% | +1,574.7% |
| All | +9,929.9% | +469.6% | +9,460.3% | +6,046.2% |
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