+67,943.5%
AXON vs SRE
+1,213.4%
+66,730.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.3% |
| 7D | -26.8% | -9.2% | -17.7% | -23.8% |
| 30D | -22.9% | -1.9% | -21.0% | -22.1% |
| 3M | -40.1% | -6.5% | -33.5% | -38.5% |
| 6M | -18.9% | -15.2% | -3.6% | -13.9% |
| YTD | -44.9% | -9.5% | -35.4% | -43.4% |
| 1Y | -46.7% | -13.2% | -33.5% | -44.3% |
| 3Y | +44.3% | +19.5% | +24.9% | +28.1% |
| 5Y | +71.4% | +43.6% | +27.8% | +38.6% |
| 10Y | +1,324.0% | +109.9% | +1,214.1% | +808.8% |
| All | +67,943.5% | +1,213.4% | +66,730.1% | +24,976.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling