+0.4%
SPGI vs AXON
-44.3%
+44.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.7% |
| 7D | +1.2% | +0.8% | +0.5% | +1.1% |
| 30D | +15.9% | -22.8% | +38.7% | +20.1% |
| 3M | +12.3% | -48.8% | +61.1% | +23.4% |
| 6M | +23.7% | -16.3% | +40.0% | +24.3% |
| YTD | -3.5% | -44.5% | +40.9% | +2.0% |
| 1Y | +0.4% | -43.4% | +43.8% | +6.0% |
| All | +0.4% | -44.3% | +44.7% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling