-1.9%
AXIL vs SPY
+9.9%
-11.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | -2.7% | -3.8% | -5.7% |
| 30D | -13.7% | -5.4% | -8.3% | -12.8% |
| 3M | -9.6% | -4.1% | -5.6% | -8.9% |
| 6M | -23.9% | +0.7% | -24.6% | -23.4% |
| YTD | -25.5% | +8.7% | -34.2% | -25.8% |
| 1Y | -1.9% | +10.9% | -12.7% | -1.0% |
| All | -1.9% | +9.9% | -11.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling