+1,016.4%
AXON vs SIMO
+423.7%
+592.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.3% |
| 7D | -19.7% | +14.9% | -34.6% | -21.5% |
| 30D | -25.7% | -27.0% | +1.3% | -22.9% |
| 3M | -48.8% | -25.4% | -23.4% | -47.7% |
| 6M | -22.0% | -30.3% | +8.3% | -22.2% |
| YTD | -45.9% | +95.8% | -141.7% | -59.0% |
| 1Y | -46.1% | +100.0% | -146.1% | -59.4% |
| 3Y | +40.9% | +238.3% | -197.3% | -10.8% |
| 5Y | +80.2% | +187.6% | -107.3% | +11.8% |
| All | +1,016.4% | +423.7% | +592.6% | +423.1% |
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