-24.7%
WULF vs SPXS
-86.0%
+61.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +1.7% |
| 7D | +1.4% | +2.5% | -1.1% | +3.7% |
| 30D | -2.6% | +4.2% | -6.8% | +1.4% |
| 3M | -34.0% | -9.3% | -24.7% | -37.6% |
| 6M | +10.0% | -30.7% | +40.7% | -12.0% |
| YTD | +45.7% | -28.1% | +73.7% | +23.6% |
| 1Y | +57.3% | -35.1% | +92.4% | +26.6% |
| 3Y | +878.9% | -79.6% | +958.5% | +417.7% |
| All | -24.7% | -86.0% | +61.2% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling