+1,874.2%
AXON vs SIMO
+514.4%
+1,359.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.7% | -12.9% | -5.5% |
| 7D | -14.2% | +4.2% | -18.4% | -14.8% |
| 30D | -15.4% | +4.1% | -19.5% | -16.9% |
| 3M | +0.5% | -12.9% | +13.4% | -0.1% |
| 6M | -9.5% | +110.3% | -119.8% | -28.1% |
| YTD | -9.2% | +178.6% | -187.8% | -33.4% |
| 1Y | -29.4% | +220.0% | -249.4% | -50.4% |
| 3Y | +139.4% | +409.0% | -269.6% | +44.9% |
| 5Y | +178.9% | +277.3% | -98.4% | +72.4% |
| All | +1,874.2% | +514.4% | +1,359.8% | +863.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling