-22.1%
WULF vs SGI
-10.7%
-11.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.8% | -13.4% | -8.9% |
| 7D | -12.8% | +12.1% | -24.9% | -16.8% |
| 30D | -20.9% | +12.1% | -33.0% | -24.9% |
| 3M | -38.0% | +0.4% | -38.5% | -38.2% |
| 6M | -47.5% | -4.0% | -43.5% | -46.6% |
| YTD | +1.8% | -21.2% | +23.1% | +6.9% |
| 1Y | -22.1% | -12.1% | -10.0% | -16.3% |
| All | -22.1% | -10.7% | -11.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling