-99.5%
SPXS vs WING
+620.3%
-719.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -7.5% | -2.5% | -5.0% | -8.2% |
| 30D | +5.3% | +29.5% | -24.2% | +19.2% |
| 3M | +9.7% | +40.2% | -30.5% | +30.4% |
| 6M | -4.6% | +32.7% | -37.3% | +12.3% |
| YTD | -25.8% | -32.8% | +7.0% | -34.9% |
| 1Y | -28.8% | -31.7% | +2.9% | -36.7% |
| 3Y | -80.2% | -24.7% | -55.4% | -77.7% |
| 5Y | -83.2% | -0.5% | -82.7% | -70.9% |
| All | -99.5% | +620.3% | -719.8% | -97.3% |
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