+1,180.9%
AXON vs SM
+4.9%
+1,175.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.9% |
| 7D | -28.7% | -22.3% | -6.5% | -27.1% |
| 30D | -28.3% | -21.4% | -7.0% | -26.9% |
| 3M | -46.9% | +1.4% | -48.3% | -47.3% |
| 6M | -24.9% | +0.1% | -25.0% | -25.8% |
| YTD | -46.6% | +59.0% | -105.6% | -50.1% |
| 1Y | -49.7% | +64.3% | -114.0% | -53.2% |
| 3Y | +40.6% | -13.1% | +53.7% | +37.0% |
| 5Y | +71.9% | -13.9% | +85.7% | +63.3% |
| 10Y | +1,180.9% | +1.7% | +1,179.2% | +770.7% |
| All | +1,180.9% | +4.9% | +1,175.9% | +770.7% |
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