-24.7%
WULF vs SGI
+47.3%
-72.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.0% |
| 7D | +1.4% | -4.5% | +5.8% | +4.9% |
| 30D | -2.6% | +4.2% | -6.8% | -6.0% |
| 3M | -34.0% | -7.4% | -26.5% | -31.5% |
| 6M | +10.0% | -15.1% | +25.0% | +22.0% |
| YTD | +45.7% | -24.7% | +70.4% | +74.2% |
| 1Y | +57.3% | -21.8% | +79.1% | +79.6% |
| 3Y | +878.9% | +50.0% | +828.9% | +575.5% |
| All | -24.7% | +47.3% | -72.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling