+5,687.5%
AXON vs SFM
+132.6%
+5,555.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.0% | -4.8% |
| 7D | -14.2% | -0.1% | -14.1% | -14.2% |
| 30D | -15.4% | -4.4% | -11.0% | -15.0% |
| 3M | +0.5% | +1.5% | -1.0% | -0.6% |
| 6M | -9.5% | +6.5% | -16.0% | -12.0% |
| YTD | -9.2% | +2.2% | -11.4% | -11.1% |
| 1Y | -29.4% | -41.9% | +12.5% | -22.8% |
| 3Y | +139.4% | +106.8% | +32.7% | +98.2% |
| 5Y | +178.9% | +231.6% | -52.7% | +105.5% |
| 10Y | +1,840.8% | +258.4% | +1,582.4% | +1,221.3% |
| All | +5,687.5% | +132.6% | +5,555.0% | +4,357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 all: compounded portfolio wealth divided by compounded SFM 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…
all analysis · Full analysis span regression · 6 months rolling