+182.3%
AXON vs SGI
+60.4%
+121.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | -14.2% | +8.5% | -22.7% | -17.0% |
| 30D | -15.4% | +0.7% | -16.1% | -15.4% |
| 3M | +0.5% | +0.6% | -0.1% | +0.1% |
| 6M | -9.5% | -17.9% | +8.4% | -3.3% |
| YTD | -9.2% | -21.2% | +12.0% | -2.2% |
| 1Y | -29.4% | -18.9% | -10.5% | -25.4% |
| 3Y | +139.4% | +52.6% | +86.8% | +83.7% |
| All | +182.3% | +60.4% | +121.9% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling