+1,110.7%
SPXL vs WING
+620.3%
+490.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +7.4% | -2.5% | +9.9% | +8.6% |
| 30D | -7.8% | +29.5% | -37.4% | -18.9% |
| 3M | -11.9% | +40.2% | -52.1% | -26.6% |
| 6M | -1.7% | +32.7% | -34.4% | -18.4% |
| YTD | +20.8% | -32.8% | +53.6% | +32.5% |
| 1Y | +25.0% | -31.7% | +56.7% | +34.9% |
| 3Y | +226.1% | -24.7% | +250.9% | +190.0% |
| 5Y | +101.1% | -0.5% | +101.6% | +41.9% |
| All | +1,110.7% | +620.3% | +490.4% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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