+580.7%
AXON vs SITM
+4,437.5%
-3,856.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.8% |
| 7D | -3.3% | +3.7% | -7.0% | -4.1% |
| 30D | -17.8% | -14.5% | -3.3% | -15.8% |
| 3M | +8.3% | -10.6% | +18.8% | +6.9% |
| 6M | -12.4% | +65.5% | -77.9% | -25.8% |
| YTD | -13.7% | +67.0% | -80.7% | -28.5% |
| 1Y | -33.1% | +138.6% | -171.7% | -49.9% |
| 3Y | +128.2% | +421.8% | -293.6% | +28.3% |
| 5Y | +170.5% | +172.4% | -1.9% | +60.0% |
| All | +580.7% | +4,437.5% | -3,856.7% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling