+1,016.4%
AXON vs SGI
+318.6%
+697.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.6% |
| 7D | -19.7% | -10.7% | -9.0% | -16.3% |
| 30D | -25.7% | -3.6% | -22.1% | -24.6% |
| 3M | -48.8% | -5.4% | -43.4% | -47.7% |
| 6M | -22.0% | -7.0% | -14.9% | -19.9% |
| YTD | -45.9% | -31.6% | -14.3% | -39.2% |
| 1Y | -46.1% | -33.5% | -12.5% | -38.8% |
| 3Y | +40.9% | +66.5% | -25.6% | +12.7% |
| 5Y | +80.2% | +42.2% | +38.0% | +45.7% |
| All | +1,016.4% | +318.6% | +697.8% | +469.7% |
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