+82.7%
WULF vs SPXS
-99.6%
+182.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +2.7% |
| 7D | +1.4% | +2.5% | -1.1% | +2.6% |
| 30D | -2.6% | +4.2% | -6.8% | -0.6% |
| 3M | -34.0% | -9.3% | -24.7% | -35.6% |
| 6M | +10.0% | -30.7% | +40.7% | -0.8% |
| YTD | +45.7% | -28.1% | +73.7% | +35.5% |
| 1Y | +57.3% | -35.1% | +92.4% | +43.1% |
| 3Y | +878.9% | -79.6% | +958.5% | +655.7% |
| 5Y | -28.3% | -86.3% | +58.0% | -43.5% |
| All | +82.7% | -99.6% | +182.2% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling