+1,180.9%
AXON vs STT
+210.2%
+970.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.4% | -4.4% |
| 7D | -28.7% | +0.9% | -29.7% | -29.0% |
| 30D | -28.3% | -2.3% | -26.0% | -27.6% |
| 3M | -46.9% | -7.5% | -39.4% | -45.3% |
| 6M | -24.9% | +14.9% | -39.7% | -29.0% |
| YTD | -46.6% | +34.9% | -81.5% | -52.8% |
| 1Y | -49.7% | +47.1% | -96.8% | -57.0% |
| 3Y | +40.6% | +179.6% | -139.0% | -8.2% |
| 5Y | +71.9% | +107.1% | -35.2% | +21.9% |
| 10Y | +1,180.9% | +199.4% | +981.5% | +601.6% |
| All | +1,180.9% | +210.2% | +970.7% | +601.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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