+1,304.8%
AXON vs SIMO
+379.7%
+925.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.2% | -22.3% | -18.8% |
| 7D | -26.8% | -22.0% | -4.8% | -24.4% |
| 30D | -22.9% | -43.0% | +20.1% | -17.1% |
| 3M | -40.1% | -39.1% | -1.0% | -37.0% |
| 6M | -18.9% | -33.3% | +14.4% | -18.9% |
| YTD | -44.9% | +77.0% | -121.9% | -57.6% |
| 1Y | -46.7% | +73.0% | -119.7% | -58.8% |
| 3Y | +44.3% | +215.7% | -171.4% | -7.9% |
| 5Y | +71.4% | +155.6% | -84.3% | +8.8% |
| All | +1,304.8% | +379.7% | +925.2% | +586.1% |
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