+219.6%
SPXL vs WING
-29.7%
+249.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.7% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | -5.0% | -5.6% | +0.6% | -4.0% |
| 3M | +7.6% | -22.9% | +30.5% | +13.8% |
| 6M | +33.6% | -50.4% | +84.0% | +59.7% |
| YTD | +28.1% | -53.3% | +81.4% | +53.4% |
| 1Y | +43.6% | -61.2% | +104.9% | +81.7% |
| All | +219.6% | -29.7% | +249.3% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling