+641.0%
AXS vs SPY
+1,054.6%
-413.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | +1.0% | -2.7% | +3.8% | +3.1% |
| 30D | +11.1% | -5.4% | +16.5% | +15.8% |
| 3M | +1.9% | -4.1% | +6.0% | +4.9% |
| 6M | +7.6% | +0.7% | +6.9% | +5.9% |
| YTD | +0.3% | +8.7% | -8.4% | -7.6% |
| 1Y | +10.0% | +10.9% | -0.9% | -0.4% |
| 3Y | +107.7% | +75.0% | +32.8% | +26.5% |
| 5Y | +124.3% | +67.8% | +56.5% | +39.2% |
| 10Y | +139.2% | +312.9% | -173.7% | -32.8% |
| All | +641.0% | +1,054.6% | -413.6% | -16.5% |
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