+20.1%
SGOV vs AXON
+161.3%
-141.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | -11.0% | +11.1% | +0.1% |
| 30D | +0.3% | -24.7% | +25.0% | +0.3% |
| 3M | +0.9% | +7.0% | -6.1% | +0.9% |
| 6M | +1.8% | -9.6% | +11.5% | +1.8% |
| YTD | +2.5% | -15.7% | +18.2% | +2.5% |
| 1Y | +3.8% | -35.9% | +39.7% | +3.8% |
| 3Y | +14.4% | +123.0% | -108.7% | +14.4% |
| 5Y | +20.1% | +166.3% | -146.2% | +20.1% |
| All | +20.1% | +161.3% | -141.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 5y: compounded portfolio wealth divided by compounded AXON 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…
5y analysis · Full analysis span regression · 6 months rolling