+136.3%
AXS vs SPY
+312.9%
-176.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +1.0% | -2.7% | +3.8% | +2.8% |
| 30D | +11.1% | -5.4% | +16.5% | +15.2% |
| 3M | +1.9% | -4.1% | +6.0% | +4.5% |
| 6M | +7.6% | +0.7% | +6.9% | +6.1% |
| YTD | +0.3% | +8.7% | -8.4% | -6.8% |
| 1Y | +10.0% | +10.9% | -0.9% | +0.7% |
| 3Y | +107.7% | +75.0% | +32.8% | +32.3% |
| 5Y | +124.3% | +67.8% | +56.5% | +45.8% |
| All | +136.3% | +312.9% | -176.5% | -20.9% |
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