+16.0%
SPGI vs AXON
+84.3%
-68.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.3% |
| 7D | -1.4% | -25.6% | +24.3% | +3.1% |
| 30D | +15.3% | -23.9% | +39.2% | +19.9% |
| 3M | +16.5% | -50.4% | +66.9% | +29.5% |
| 6M | +19.8% | -20.0% | +39.8% | +21.8% |
| YTD | -3.2% | -44.5% | +41.2% | +3.5% |
| 1Y | +1.8% | -44.9% | +46.7% | +8.9% |
| 3Y | +30.6% | +44.7% | -14.1% | +7.2% |
| 5Y | +16.0% | +86.7% | -70.7% | -16.4% |
| All | +16.0% | +84.3% | -68.3% | -16.4% |
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