+140.2%
AXON vs SPXS
-80.6%
+220.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -3.6% |
| 7D | -14.2% | -0.1% | -14.1% | -14.0% |
| 30D | -15.4% | +0.8% | -16.2% | -14.8% |
| 3M | +0.5% | -4.7% | +5.2% | +0.2% |
| 6M | -9.5% | -29.6% | +20.1% | -19.1% |
| YTD | -9.2% | -29.8% | +20.6% | -18.3% |
| 1Y | -29.4% | -38.9% | +9.6% | -39.0% |
| All | +140.2% | -80.6% | +220.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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