-39.9%
AXON vs SGI
-10.7%
-29.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | 0.0% |
| 7D | +0.2% | +12.1% | -11.8% | -2.8% |
| 30D | +3.0% | +12.1% | -9.1% | -0.2% |
| 3M | -30.1% | +0.4% | -30.6% | -30.3% |
| 6M | +7.7% | -4.0% | +11.7% | +6.3% |
| YTD | -25.3% | -21.2% | -4.1% | -27.1% |
| 1Y | -39.9% | -12.1% | -27.9% | -39.3% |
| All | -39.9% | -10.7% | -29.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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