+334.3%
SPGI vs AXON
+1,278.1%
-943.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.3% |
| 7D | -0.9% | -28.7% | +27.9% | +4.9% |
| 30D | +15.5% | -28.3% | +43.8% | +22.0% |
| 3M | +15.7% | -46.9% | +62.6% | +28.2% |
| 6M | +19.1% | -24.9% | +43.9% | +22.7% |
| YTD | -4.1% | -46.6% | +42.6% | +4.0% |
| 1Y | +1.2% | -49.7% | +50.9% | +10.8% |
| 3Y | +31.6% | +40.6% | -9.0% | +11.8% |
| 5Y | +12.4% | +71.9% | -59.4% | -12.1% |
| 10Y | +334.3% | +1,180.9% | -846.6% | +149.7% |
| All | +334.3% | +1,278.1% | -943.8% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling