+276.2%
WULF vs SPXS
-100.0%
+376.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.7% |
| 7D | +15.6% | +1.2% | +14.3% | +16.1% |
| 30D | +5.7% | +5.2% | +0.6% | +7.4% |
| 3M | -32.3% | -9.2% | -23.1% | -33.2% |
| 6M | +23.7% | -29.6% | +53.3% | +16.3% |
| YTD | +49.1% | -27.6% | +76.7% | +42.7% |
| 1Y | +66.3% | -36.7% | +103.0% | +55.8% |
| 3Y | +851.7% | -79.8% | +931.5% | +708.4% |
| 5Y | -30.9% | -85.9% | +54.9% | -39.5% |
| 10Y | +86.9% | -99.5% | +186.5% | +32.4% |
| All | +276.2% | -100.0% | +376.2% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling