+12.5%
SPGI vs AXON
+78.3%
-65.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | -0.8% | -19.7% | +18.9% | +2.4% |
| 30D | +14.3% | -25.7% | +40.0% | +19.4% |
| 3M | +14.5% | -48.8% | +63.3% | +26.7% |
| 6M | +17.3% | -22.0% | +39.3% | +19.7% |
| YTD | -4.6% | -45.9% | +41.3% | +2.5% |
| 1Y | +0.8% | -46.1% | +46.8% | +8.2% |
| 3Y | +28.8% | +40.9% | -12.1% | +6.1% |
| All | +12.5% | +78.3% | -65.8% | -20.0% |
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 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