+658.0%
AXS vs SPY
+1,093.1%
-435.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.6% |
| 7D | +0.6% | -0.9% | +1.5% | +1.1% |
| 30D | +11.4% | -2.4% | +13.7% | +13.1% |
| 3M | +8.1% | -1.2% | +9.3% | +8.6% |
| 6M | +11.0% | +3.3% | +7.7% | +7.1% |
| YTD | +2.6% | +12.3% | -9.7% | -8.0% |
| 1Y | +9.2% | +12.4% | -3.2% | -2.3% |
| 3Y | +112.5% | +78.8% | +33.7% | +27.2% |
| 5Y | +132.3% | +75.2% | +57.1% | +39.1% |
| 10Y | +131.0% | +311.1% | -180.1% | -34.7% |
| All | +658.0% | +1,093.1% | -435.1% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling