+878.9%
WULF vs SPXL
+221.9%
+657.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.1% |
| 3M | -34.0% | +8.1% | -42.1% | -39.9% |
| 6M | +10.0% | +35.6% | -25.6% | -21.1% |
| YTD | +45.7% | +28.8% | +16.9% | +11.5% |
| 1Y | +57.3% | +39.8% | +17.5% | +9.6% |
| 3Y | +878.9% | +221.4% | +657.6% | +235.1% |
| All | +878.9% | +221.9% | +657.0% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling