-99.5%
SPXS vs WING
+379.2%
-478.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.8% |
| 7D | +6.4% | +0.2% | +6.2% | +6.5% |
| 30D | +6.0% | -0.5% | +6.5% | +6.3% |
| 3M | -11.6% | -23.9% | +12.2% | -20.9% |
| 6M | -28.7% | -48.9% | +20.2% | -46.4% |
| YTD | -26.3% | -53.3% | +27.1% | -46.0% |
| 1Y | -34.9% | -60.3% | +25.4% | -55.4% |
| 3Y | -79.5% | -30.1% | -49.4% | -77.0% |
| 5Y | -85.9% | -36.2% | -49.7% | -80.4% |
| All | -99.5% | +379.2% | -478.7% | -97.8% |
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