+1,854.5%
AXON vs SGI
+261.3%
+1,593.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -2.5% | +9.3% | -11.8% | -5.5% |
| 30D | -11.5% | +6.9% | -18.4% | -13.5% |
| 3M | +7.3% | +2.8% | +4.5% | +6.2% |
| 6M | -11.9% | -12.6% | +0.7% | -8.7% |
| YTD | -11.0% | -21.5% | +10.5% | -4.9% |
| 1Y | -31.8% | -18.8% | -13.0% | -28.4% |
| 3Y | +135.4% | +60.8% | +74.6% | +90.4% |
| 5Y | +176.9% | +60.0% | +116.9% | +115.0% |
| 10Y | +1,854.5% | +267.8% | +1,586.6% | +861.0% |
| All | +1,854.5% | +261.3% | +1,593.1% | +861.0% |
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