+182.3%
AXON vs SIMO
+269.6%
-87.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.7% | -12.9% | -4.7% |
| 7D | -14.2% | +4.2% | -18.4% | -14.4% |
| 30D | -15.4% | +4.1% | -19.5% | -16.0% |
| 3M | +0.5% | -12.9% | +13.4% | +0.5% |
| 6M | -9.5% | +110.3% | -119.8% | -21.1% |
| YTD | -9.2% | +178.6% | -187.8% | -25.0% |
| 1Y | -29.4% | +220.0% | -249.4% | -43.3% |
| 3Y | +139.4% | +409.0% | -269.6% | +74.4% |
| All | +182.3% | +269.6% | -87.3% | +117.4% |
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