+5,036.2%
AXON vs SIMO
+3,332.4%
+1,703.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +8.7% | -12.9% | -6.1% |
| 7D | -14.2% | +4.2% | -18.4% | -15.1% |
| 30D | -15.4% | +4.1% | -19.5% | -17.5% |
| 3M | +0.5% | -12.9% | +13.4% | -0.8% |
| 6M | -9.5% | +110.3% | -119.8% | -31.0% |
| YTD | -9.2% | +178.6% | -187.8% | -36.4% |
| 1Y | -29.4% | +220.0% | -249.4% | -52.6% |
| 3Y | +139.4% | +409.0% | -269.6% | +38.2% |
| 5Y | +178.9% | +277.3% | -98.4% | +64.2% |
| 10Y | +1,840.8% | +506.6% | +1,334.2% | +839.2% |
| All | +5,036.2% | +3,332.4% | +1,703.8% | +974.0% |
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