+132.0%
AXS vs SPY
+304.1%
-172.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +2.1% | -0.6% | +2.7% | +2.4% |
| 30D | +11.6% | -3.7% | +15.3% | +14.2% |
| 3M | +6.6% | -2.7% | +9.3% | +8.2% |
| 6M | +9.6% | +2.2% | +7.4% | +7.0% |
| YTD | +2.1% | +10.8% | -8.7% | -6.3% |
| 1Y | +9.7% | +11.2% | -1.5% | +0.2% |
| 3Y | +111.6% | +76.5% | +35.2% | +34.2% |
| 5Y | +131.4% | +72.9% | +58.4% | +47.0% |
| 10Y | +132.0% | +304.8% | -172.8% | -21.4% |
| All | +132.0% | +304.1% | -172.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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