-60.3%
AXIL vs SPY
+52.9%
-113.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -6.5% | -2.7% | -3.8% | -4.9% |
| 30D | -13.7% | -5.4% | -8.3% | -10.7% |
| 3M | -9.6% | -4.1% | -5.6% | -7.3% |
| 6M | -23.9% | +0.7% | -24.6% | -24.5% |
| YTD | -25.5% | +8.7% | -34.2% | -30.0% |
| 1Y | -1.9% | +10.9% | -12.7% | -9.4% |
| All | -60.3% | +52.9% | -113.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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