+86.1%
WULF vs SPXS
-40.2%
+126.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +3.2% |
| 7D | +7.6% | -0.1% | +7.6% | +7.8% |
| 30D | -8.6% | +0.8% | -9.5% | -7.5% |
| 3M | -37.0% | -4.7% | -32.2% | -37.7% |
| 6M | +7.4% | -29.6% | +37.0% | -19.1% |
| YTD | +43.7% | -29.8% | +73.5% | +10.3% |
| 1Y | +86.1% | -38.9% | +125.1% | +40.8% |
| All | +86.1% | -40.2% | +126.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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