-80.2%
SPXS vs WING
-23.4%
-56.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -7.5% | -2.5% | -5.0% | -7.8% |
| 30D | +5.3% | +29.5% | -24.2% | +12.8% |
| 3M | +9.7% | +40.2% | -30.5% | +21.0% |
| 6M | -4.6% | +32.7% | -37.3% | +5.0% |
| YTD | -25.8% | -32.8% | +7.0% | -31.4% |
| 1Y | -28.8% | -31.7% | +2.9% | -33.5% |
| 3Y | -80.2% | -24.7% | -55.4% | -76.0% |
| All | -80.2% | -23.4% | -56.8% | -76.0% |
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