+464.0%
WULF vs SGI
+2,073.9%
-1,609.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.2% |
| 7D | +21.9% | +9.3% | +12.6% | +20.3% |
| 30D | +4.6% | +6.9% | -2.3% | +3.4% |
| 3M | -30.9% | +2.8% | -33.8% | -31.4% |
| 6M | +29.9% | -12.6% | +42.5% | +32.5% |
| YTD | +55.4% | -21.5% | +77.0% | +60.8% |
| 1Y | +94.1% | -18.8% | +112.9% | +99.4% |
| 3Y | +892.2% | +60.8% | +831.4% | +840.6% |
| 5Y | -26.7% | +60.0% | -86.8% | -31.4% |
| 10Y | +94.0% | +267.8% | -173.9% | +68.4% |
| All | +464.0% | +2,073.9% | -1,609.9% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling