+1,016.4%
AXON vs SPXL
+1,117.7%
-101.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -19.7% | +9.6% | -29.3% | -22.7% |
| 30D | -25.7% | -9.8% | -15.9% | -22.9% |
| 3M | -48.8% | -9.1% | -39.7% | -47.1% |
| 6M | -22.0% | +1.1% | -23.1% | -22.7% |
| YTD | -45.9% | +22.3% | -68.2% | -50.5% |
| 1Y | -46.1% | +20.3% | -66.3% | -50.4% |
| 3Y | +40.9% | +229.0% | -188.1% | -16.2% |
| 5Y | +80.2% | +103.6% | -23.4% | +19.7% |
| All | +1,016.4% | +1,117.7% | -101.4% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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