+1,907.3%
AXON vs SMTC
+499.9%
+1,407.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.0% | -11.9% | -4.3% |
| 7D | -2.5% | +22.9% | -25.4% | -7.5% |
| 30D | -11.5% | +16.6% | -28.1% | -16.0% |
| 3M | +7.3% | +2.4% | +4.9% | +2.2% |
| 6M | -11.9% | +98.3% | -110.2% | -32.0% |
| YTD | -11.0% | +120.7% | -131.7% | -33.9% |
| 1Y | -31.8% | +168.3% | -200.0% | -52.8% |
| 3Y | +135.4% | +571.7% | -436.3% | 0.0% |
| 5Y | +176.9% | +114.0% | +62.9% | +79.5% |
| All | +1,907.3% | +499.9% | +1,407.4% | +709.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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