+1,787.9%
AXON vs SCHG
+459.0%
+1,328.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.8% |
| 7D | -7.0% | -1.0% | -6.0% | -6.0% |
| 30D | -20.1% | -1.3% | -18.8% | -18.7% |
| 3M | +7.4% | +5.4% | +2.0% | +2.5% |
| 6M | -7.4% | +14.4% | -21.8% | -18.5% |
| YTD | -15.6% | +8.0% | -23.6% | -21.0% |
| 1Y | -36.2% | +12.7% | -48.9% | -42.7% |
| 3Y | +124.8% | +85.6% | +39.2% | +19.6% |
| 5Y | +166.6% | +85.5% | +81.1% | +42.4% |
| All | +1,787.9% | +459.0% | +1,328.9% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling