+334.0%
SPGI vs AXON
+1,048.6%
-714.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.6% | -27.4% | +29.0% | +7.1% |
| 30D | +16.1% | -28.5% | +44.5% | +22.6% |
| 3M | +15.5% | -49.3% | +64.7% | +29.2% |
| 6M | +19.6% | -25.0% | +44.7% | +23.3% |
| YTD | -3.6% | -46.7% | +43.1% | +4.6% |
| 1Y | +2.2% | -48.3% | +50.5% | +11.4% |
| 3Y | +30.1% | +38.8% | -8.7% | +10.7% |
| 5Y | +14.9% | +77.7% | -62.8% | -10.9% |
| 10Y | +334.0% | +1,028.0% | -694.1% | +145.1% |
| All | +334.0% | +1,048.6% | -714.6% | +145.1% |
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 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