+1,180.9%
AXON vs SMTC
+365.8%
+815.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.8% | -16.0% | -5.9% |
| 7D | -28.7% | -4.8% | -23.9% | -28.9% |
| 30D | -28.3% | -37.8% | +9.5% | -22.0% |
| 3M | -46.9% | -16.5% | -30.4% | -47.3% |
| 6M | -24.9% | -4.4% | -20.5% | -31.1% |
| YTD | -46.6% | +58.0% | -104.6% | -58.5% |
| 1Y | -49.7% | +62.0% | -111.7% | -61.3% |
| 3Y | +40.6% | +745.7% | -705.1% | -48.3% |
| 5Y | +71.9% | +29.0% | +42.8% | +25.8% |
| 10Y | +1,180.9% | +351.4% | +829.5% | +545.8% |
| All | +1,180.9% | +365.8% | +815.1% | +545.8% |
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