+1,028.0%
AXON vs SPYG
+385.4%
+642.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.6% |
| 7D | -27.4% | -1.9% | -25.4% | -26.0% |
| 30D | -28.5% | -9.2% | -19.3% | -21.2% |
| 3M | -49.3% | -6.8% | -42.5% | -45.6% |
| 6M | -25.0% | -2.6% | -22.4% | -23.3% |
| YTD | -46.7% | +7.5% | -54.2% | -50.8% |
| 1Y | -48.3% | +6.7% | -54.9% | -51.8% |
| 3Y | +38.8% | +90.1% | -51.3% | -30.4% |
| 5Y | +77.7% | +69.2% | +8.5% | +2.2% |
| 10Y | +1,028.0% | +391.9% | +636.2% | +184.2% |
| All | +1,028.0% | +385.4% | +642.7% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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