-85.9%
SPXS vs WING
-33.6%
-52.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.9% |
| 7D | +1.2% | -2.3% | +3.5% | +0.3% |
| 30D | +5.2% | -5.6% | +10.8% | +3.3% |
| 3M | -9.2% | -22.9% | +13.7% | -17.1% |
| 6M | -29.6% | -50.4% | +20.8% | -46.1% |
| YTD | -27.6% | -53.3% | +25.7% | -45.0% |
| 1Y | -36.7% | -61.2% | +24.5% | -55.4% |
| 3Y | -79.8% | -30.1% | -49.8% | -75.8% |
| 5Y | -85.9% | -35.0% | -50.9% | -76.7% |
| All | -85.9% | -33.6% | -52.3% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling