+109.5%
AXON vs SIMO
+144.7%
-35.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -14.4% | +4.6% | -9.0% |
| 7D | -12.7% | -31.4% | +18.7% | -11.0% |
| 30D | -8.6% | -45.2% | +36.5% | -5.9% |
| 3M | -37.2% | -36.5% | -0.7% | -36.3% |
| 6M | +0.5% | -34.2% | +34.7% | -0.2% |
| YTD | -32.6% | +69.9% | -102.6% | -43.0% |
| 1Y | -40.2% | +60.4% | -100.6% | -49.0% |
| 3Y | +76.1% | +203.1% | -127.0% | +32.2% |
| 5Y | +109.5% | +145.4% | -36.0% | +57.7% |
| All | +109.5% | +144.7% | -35.2% | +57.7% |
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