+843.9%
WULF vs SMTC
+546.3%
+297.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.8% | -4.4% |
| 7D | -0.6% | +17.5% | -18.1% | -7.9% |
| 30D | -3.6% | +21.3% | -24.9% | -12.6% |
| 3M | -30.4% | +3.1% | -33.5% | -33.1% |
| 6M | +12.5% | +81.7% | -69.2% | -18.8% |
| YTD | +40.5% | +115.9% | -75.5% | -6.6% |
| 1Y | +53.0% | +157.8% | -104.8% | -7.3% |
| All | +843.9% | +546.3% | +297.5% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling