+5,188.8%
AXON vs SGI
+2,021.1%
+3,167.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.8% | -7.0% | -9.0% |
| 7D | -12.7% | +5.3% | -18.0% | -14.0% |
| 30D | -8.6% | +8.2% | -16.8% | -10.7% |
| 3M | -37.2% | -2.2% | -35.0% | -36.7% |
| 6M | +0.5% | -8.4% | +8.9% | +2.5% |
| YTD | -32.6% | -23.4% | -9.2% | -28.1% |
| 1Y | -40.2% | -14.0% | -26.2% | -38.7% |
| 3Y | +76.1% | +78.8% | -2.7% | +43.6% |
| 5Y | +109.5% | +58.6% | +50.8% | +72.7% |
| 10Y | +1,640.5% | +427.8% | +1,212.6% | +816.2% |
| All | +5,188.8% | +2,021.1% | +3,167.8% | +1,194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling