-38.9%
SPXS vs WYNN
-26.4%
-12.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.1% | -3.9% | +3.8% | -1.5% |
| 30D | +0.8% | -9.3% | +10.1% | -2.7% |
| 3M | -4.7% | -11.4% | +6.7% | -9.0% |
| 6M | -29.6% | -11.0% | -18.7% | -31.6% |
| YTD | -29.8% | -23.4% | -6.4% | -34.5% |
| 1Y | -38.9% | -24.8% | -14.1% | -43.0% |
| All | -38.9% | -26.4% | -12.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling