-52.0%
AXIL vs SPY
+59.7%
-111.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +7.2% | +0.1% | +7.2% | +7.1% |
| 3M | -10.9% | +2.0% | -12.8% | -12.2% |
| 6M | -6.6% | +13.0% | -19.6% | -14.3% |
| YTD | -10.0% | +13.5% | -23.5% | -17.7% |
| 1Y | +11.4% | +20.0% | -8.5% | -2.5% |
| All | -52.0% | +59.7% | -111.7% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling