+77.2%
AXON vs SIMO
+154.7%
-77.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.2% | -22.3% | -18.4% |
| 7D | -26.8% | -22.0% | -4.8% | -25.9% |
| 30D | -22.9% | -43.0% | +20.1% | -20.8% |
| 3M | -40.1% | -39.1% | -1.0% | -38.9% |
| 6M | -18.9% | -33.3% | +14.4% | -19.4% |
| YTD | -44.9% | +77.0% | -121.9% | -53.5% |
| 1Y | -46.7% | +73.0% | -119.7% | -54.9% |
| 3Y | +44.3% | +215.7% | -171.4% | +8.1% |
| All | +77.2% | +154.7% | -77.5% | +32.6% |
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 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