-46.1%
AXON vs SRE
-12.8%
-33.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.6% |
| 7D | -19.7% | -1.1% | -18.7% | -19.8% |
| 30D | -25.7% | -4.1% | -21.6% | -26.0% |
| 3M | -48.8% | -7.3% | -41.5% | -49.6% |
| 6M | -22.0% | -14.1% | -7.9% | -24.9% |
| YTD | -45.9% | -8.5% | -37.4% | -49.6% |
| 1Y | -46.1% | -12.0% | -34.1% | -49.1% |
| All | -46.1% | -12.8% | -33.3% | -49.1% |
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