+1,028.0%
AXON vs SM
+4.2%
+1,023.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.3% |
| 7D | -27.4% | -19.5% | -7.9% | -26.0% |
| 30D | -28.5% | -20.2% | -8.2% | -27.1% |
| 3M | -49.3% | -6.5% | -42.8% | -49.3% |
| 6M | -25.0% | +1.6% | -26.6% | -26.0% |
| YTD | -46.7% | +61.2% | -108.0% | -50.3% |
| 1Y | -48.3% | +65.4% | -113.6% | -51.9% |
| 3Y | +38.8% | -13.0% | +51.9% | +35.3% |
| 5Y | +77.7% | -4.3% | +82.0% | +67.2% |
| 10Y | +1,028.0% | +3.0% | +1,025.0% | +664.4% |
| All | +1,028.0% | +4.2% | +1,023.8% | +664.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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