+3,412.9%
AXON vs SFM
+40.3%
+3,372.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -4.8% | -13.3% | -17.2% |
| 7D | -26.8% | -1.2% | -25.6% | -26.5% |
| 30D | -22.9% | -24.8% | +1.9% | -19.1% |
| 3M | -40.1% | -43.7% | +3.6% | -33.6% |
| 6M | -18.9% | -37.3% | +18.4% | -12.7% |
| YTD | -44.9% | -38.4% | -6.5% | -40.8% |
| 1Y | -46.7% | -36.9% | -9.8% | -43.1% |
| 3Y | +44.3% | +20.7% | +23.7% | +32.1% |
| 5Y | +71.4% | +103.5% | -32.1% | +38.3% |
| 10Y | +1,324.0% | +139.7% | +1,184.3% | +942.8% |
| All | +3,412.9% | +40.3% | +3,372.6% | +2,868.1% |
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