-33.1%
AXON vs SITM
+140.0%
-173.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -3.1% |
| 7D | -3.3% | +3.7% | -7.0% | -3.3% |
| 30D | -17.8% | -14.5% | -3.3% | -18.0% |
| 3M | +8.3% | -10.6% | +18.8% | +9.0% |
| 6M | -12.4% | +65.5% | -77.9% | -15.3% |
| YTD | -13.7% | +67.0% | -80.7% | -16.8% |
| 1Y | -33.1% | +138.6% | -171.7% | -39.8% |
| All | -33.1% | +140.0% | -173.1% | -39.8% |
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