-60.1%
AXIL vs SPY
+52.4%
-112.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -2.9% | -4.6% |
| 7D | -3.4% | -4.7% | +1.4% | -0.4% |
| 30D | -15.9% | -5.9% | -10.0% | -12.6% |
| 3M | -10.8% | -4.5% | -6.3% | -8.2% |
| 6M | -23.0% | +1.8% | -24.8% | -24.2% |
| YTD | -25.1% | +8.3% | -33.4% | -29.5% |
| 1Y | +0.4% | +9.3% | -8.9% | -6.4% |
| All | -60.1% | +52.4% | -112.5% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling