+604.0%
AXS vs SPY
+1,106.4%
-502.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -3.0% | +0.1% | -3.0% | -3.1% |
| 3M | +6.5% | +2.0% | +4.5% | +4.3% |
| 6M | -1.8% | +13.0% | -14.8% | -11.8% |
| YTD | -4.8% | +13.5% | -18.3% | -14.9% |
| 1Y | +2.7% | +20.0% | -17.2% | -12.6% |
| 3Y | +91.8% | +77.2% | +14.6% | +15.9% |
| 5Y | +135.0% | +81.9% | +53.2% | +36.9% |
| 10Y | +132.7% | +314.1% | -181.4% | -34.4% |
| All | +604.0% | +1,106.4% | -502.4% | -23.1% |
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