-9.5%
AXON vs SRE
-11.4%
+1.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.6% |
| 7D | -14.2% | -0.3% | -13.8% | -14.1% |
| 30D | -15.4% | -0.7% | -14.7% | -15.3% |
| 3M | +0.5% | -6.3% | +6.8% | -3.8% |
| 6M | -9.5% | -10.7% | +1.1% | -19.1% |
| All | -9.5% | -11.4% | +1.9% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling