-39.9%
AXON vs SRE
-7.5%
-32.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +1.1% |
| 7D | +0.2% | -2.1% | +2.3% | -0.3% |
| 30D | +3.0% | +6.1% | -3.1% | +4.7% |
| 3M | -30.1% | -3.5% | -26.6% | -31.0% |
| 6M | +7.7% | -10.8% | +18.5% | +4.4% |
| YTD | -25.3% | -4.0% | -21.3% | -30.1% |
| 1Y | -39.9% | -7.7% | -32.3% | -43.5% |
| All | -39.9% | -7.5% | -32.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling