-46.1%
AXON vs SITM
+51.8%
-97.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.7% |
| 7D | -19.7% | +32.5% | -52.3% | -18.7% |
| 30D | -25.7% | -18.8% | -6.9% | -25.0% |
| 3M | -48.8% | -30.9% | -17.9% | -48.4% |
| 6M | -22.0% | -44.5% | +22.5% | -18.6% |
| YTD | -45.9% | +33.2% | -79.2% | -48.2% |
| 1Y | -46.1% | +53.8% | -99.9% | -50.0% |
| All | -46.1% | +51.8% | -97.9% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling