-44.9%
AXON vs SGI
-32.6%
-12.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.4% |
| 7D | -25.6% | -10.5% | -15.2% | -22.1% |
| 30D | -23.9% | +0.1% | -24.0% | -23.4% |
| 3M | -50.4% | -4.0% | -46.5% | -49.3% |
| 6M | -20.0% | -5.6% | -14.4% | -17.2% |
| YTD | -44.5% | -29.5% | -15.0% | -41.9% |
| 1Y | -44.9% | -31.5% | -13.4% | -41.6% |
| All | -44.9% | -32.6% | -12.3% | -41.6% |
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