+135.4%
AXON vs SCCO
+210.1%
-74.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -2.6% |
| 7D | -2.5% | +3.4% | -5.9% | -2.9% |
| 30D | -11.5% | +6.6% | -18.1% | -12.2% |
| 3M | +7.3% | +24.5% | -17.2% | +4.3% |
| 6M | -11.9% | +16.5% | -28.4% | -14.0% |
| YTD | -11.0% | +52.1% | -63.1% | -16.0% |
| 1Y | -31.8% | +114.2% | -145.9% | -38.2% |
| 3Y | +135.4% | +207.4% | -72.0% | +95.8% |
| All | +135.4% | +210.1% | -74.7% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling