+1,180.9%
AXON vs SGI
+413.4%
+767.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -4.3% |
| 7D | -28.7% | -0.2% | -28.5% | -28.4% |
| 30D | -28.3% | +6.6% | -34.9% | -29.7% |
| 3M | -46.9% | +1.8% | -48.7% | -47.1% |
| 6M | -24.9% | -3.9% | -21.0% | -23.8% |
| YTD | -46.6% | -25.2% | -21.4% | -41.8% |
| 1Y | -49.7% | -26.7% | -23.0% | -44.8% |
| 3Y | +40.6% | +86.8% | -46.2% | +7.8% |
| 5Y | +71.9% | +56.6% | +15.2% | +34.2% |
| 10Y | +1,180.9% | +384.3% | +796.6% | +490.5% |
| All | +1,180.9% | +413.4% | +767.4% | +490.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling