-22.0%
AXON vs SCCO
-3.6%
-18.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.3% |
| 7D | -19.7% | +1.7% | -21.4% | -19.9% |
| 30D | -25.7% | -18.1% | -7.6% | -24.0% |
| 3M | -48.8% | -12.8% | -36.0% | -47.8% |
| 6M | -22.0% | -8.5% | -13.5% | -19.5% |
| All | -22.0% | -3.6% | -18.4% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling