+177.3%
AXON vs SN
+490.7%
-313.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.9% |
| 7D | -14.2% | -9.3% | -4.8% | -11.8% |
| 30D | -15.4% | -4.8% | -10.6% | -14.1% |
| 3M | +0.5% | +40.4% | -39.9% | -7.7% |
| 6M | -9.5% | +50.9% | -60.5% | -18.8% |
| YTD | -9.2% | +54.9% | -64.1% | -19.1% |
| 1Y | -29.4% | +43.0% | -72.4% | -36.0% |
| 3Y | +139.4% | +391.8% | -252.4% | +84.5% |
| All | +177.3% | +490.7% | -313.3% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling