+76.4%
AXON vs SGI
+78.8%
-2.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.8% | -7.0% | -8.9% |
| 7D | -12.7% | +5.3% | -18.0% | -14.1% |
| 30D | -8.6% | +8.2% | -16.8% | -10.8% |
| 3M | -37.2% | -2.2% | -35.0% | -36.7% |
| 6M | +0.5% | -8.4% | +8.9% | +2.0% |
| YTD | -32.6% | -23.4% | -9.2% | -28.9% |
| 1Y | -40.2% | -14.0% | -26.2% | -39.2% |
| All | +76.4% | +78.8% | -2.4% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling