+176.9%
AXON vs SITM
+168.3%
+8.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.6% |
| 7D | -2.5% | +8.4% | -10.8% | -4.0% |
| 30D | -11.5% | -17.4% | +5.9% | -8.9% |
| 3M | +7.3% | -9.8% | +17.1% | +6.0% |
| 6M | -11.9% | +83.0% | -94.9% | -26.6% |
| YTD | -11.0% | +69.6% | -80.6% | -25.9% |
| 1Y | -31.8% | +144.9% | -176.7% | -48.8% |
| 3Y | +135.4% | +429.9% | -294.5% | +31.7% |
| 5Y | +176.9% | +169.2% | +7.7% | +66.4% |
| All | +176.9% | +168.3% | +8.6% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling