+616.4%
AXON vs SITM
+4,608.4%
-3,992.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.5% | -10.7% | -5.4% |
| 7D | -14.2% | +9.7% | -23.9% | -15.8% |
| 30D | -15.4% | +12.7% | -28.1% | -19.2% |
| 3M | +0.5% | -13.4% | +13.9% | -0.2% |
| 6M | -9.5% | +59.6% | -69.1% | -23.0% |
| YTD | -9.2% | +73.3% | -82.5% | -25.2% |
| 1Y | -29.4% | +165.5% | -194.9% | -48.4% |
| 3Y | +139.4% | +368.7% | -229.3% | +38.3% |
| 5Y | +178.9% | +172.5% | +6.4% | +65.2% |
| All | +616.4% | +4,608.4% | -3,992.0% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling