+77.7%
AXON vs SIMO
+171.3%
-93.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -27.4% | -16.0% | -11.3% | -26.8% |
| 30D | -28.5% | -35.8% | +7.3% | -27.0% |
| 3M | -49.3% | -26.5% | -22.8% | -48.9% |
| 6M | -25.0% | -33.0% | +8.0% | -25.3% |
| YTD | -46.7% | +84.3% | -131.1% | -55.1% |
| 1Y | -48.3% | +82.0% | -130.2% | -56.3% |
| 3Y | +38.8% | +218.5% | -179.7% | +4.3% |
| 5Y | +77.7% | +175.0% | -97.3% | +31.9% |
| All | +77.7% | +171.3% | -93.6% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling