+1,180.9%
AXON vs SRE
+110.3%
+1,070.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | -28.7% | -8.4% | -20.4% | -26.9% |
| 30D | -28.3% | -3.2% | -25.1% | -27.5% |
| 3M | -46.9% | -5.3% | -41.6% | -46.1% |
| 6M | -24.9% | -12.6% | -12.3% | -22.3% |
| YTD | -46.6% | -8.8% | -37.9% | -45.8% |
| 1Y | -49.7% | -13.4% | -36.3% | -48.1% |
| 3Y | +40.6% | +24.4% | +16.2% | +26.7% |
| 5Y | +71.9% | +47.3% | +24.5% | +45.9% |
| 10Y | +1,180.9% | +116.7% | +1,064.2% | +1,130.7% |
| All | +1,180.9% | +110.3% | +1,070.6% | +1,130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling