-99.7%
SPXS vs WING
+405.9%
-505.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.8% |
| 7D | -0.1% | -3.9% | +3.8% | -1.8% |
| 30D | +0.8% | -11.6% | +12.4% | -4.1% |
| 3M | -4.7% | -24.2% | +19.5% | -14.8% |
| 6M | -29.6% | -54.1% | +24.4% | -49.6% |
| YTD | -29.8% | -53.9% | +24.1% | -48.7% |
| 1Y | -38.9% | -64.4% | +25.4% | -60.2% |
| 3Y | -79.6% | -30.2% | -49.4% | -77.4% |
| 5Y | -85.9% | -34.1% | -51.8% | -80.4% |
| 10Y | -99.5% | +342.1% | -441.7% | -97.8% |
| All | -99.7% | +405.9% | -505.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling