-39.9%
AXON vs SIMO
+94.5%
-134.4%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.6% | +11.4% | +1.2% |
| 7D | +0.2% | -16.9% | +17.1% | -0.8% |
| 30D | +3.0% | -35.4% | +38.4% | +0.5% |
| 3M | -30.1% | -31.9% | +1.7% | -30.9% |
| 6M | +7.7% | -19.3% | +27.0% | +5.3% |
| YTD | -25.3% | +98.5% | -123.8% | -35.7% |
| 1Y | -39.9% | +100.5% | -140.4% | -48.6% |
| All | -39.9% | +94.5% | -134.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling