+12.5%
WULF vs SPXS
-28.5%
+41.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.6% | -3.7% |
| 7D | -0.6% | +6.4% | -6.9% | +6.6% |
| 30D | -3.6% | +6.0% | -9.6% | +3.3% |
| 3M | -30.4% | -11.6% | -18.8% | -38.3% |
| 6M | +12.5% | -28.7% | +41.2% | -15.3% |
| All | +12.5% | -28.5% | +41.0% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling