+3,710.4%
AXON vs SIMO
+1,993.5%
+1,716.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -14.4% | +4.6% | -6.7% |
| 7D | -12.7% | -31.4% | +18.7% | -5.6% |
| 30D | -8.6% | -45.2% | +36.5% | +2.9% |
| 3M | -37.2% | -36.5% | -0.7% | -33.3% |
| 6M | +0.5% | -34.2% | +34.7% | +1.8% |
| YTD | -32.6% | +69.9% | -102.6% | -48.5% |
| 1Y | -40.2% | +60.4% | -100.6% | -53.7% |
| 3Y | +76.1% | +203.1% | -127.0% | +11.5% |
| 5Y | +109.5% | +145.4% | -36.0% | +32.3% |
| 10Y | +1,640.5% | +368.9% | +1,271.6% | +768.0% |
| All | +3,710.4% | +1,993.5% | +1,716.9% | +768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling