+1,046.6%
AXON vs SPMO
+460.5%
+586.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +4.1% |
| 7D | +0.8% | +6.3% | -5.6% | -4.8% |
| 30D | -22.8% | -8.9% | -13.9% | -16.8% |
| 3M | -48.8% | -13.2% | -35.5% | -42.6% |
| 6M | -16.3% | -9.3% | -7.0% | -12.7% |
| YTD | -44.5% | +11.6% | -56.0% | -53.2% |
| 1Y | -43.4% | +13.4% | -56.8% | -53.0% |
| 3Y | +44.3% | +122.9% | -78.6% | -38.6% |
| 5Y | +85.1% | +113.9% | -28.8% | -17.6% |
| All | +1,046.6% | +460.5% | +586.1% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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