+57.3%
WULF vs SPXL
+41.9%
+15.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.0% |
| 7D | +1.4% | -2.5% | +3.9% | +4.3% |
| 30D | -2.6% | -4.2% | +1.6% | +2.0% |
| 3M | -34.0% | +8.1% | -42.1% | -40.2% |
| 6M | +10.0% | +35.6% | -25.6% | -21.2% |
| YTD | +45.7% | +28.8% | +16.9% | +10.8% |
| 1Y | +57.3% | +39.8% | +17.5% | +21.1% |
| All | +57.3% | +41.9% | +15.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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