+1,028.0%
AXON vs STT
+198.3%
+829.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -27.4% | +1.1% | -28.5% | -27.6% |
| 30D | -28.5% | -1.9% | -26.5% | -27.9% |
| 3M | -49.3% | -7.6% | -41.7% | -47.7% |
| 6M | -25.0% | +16.0% | -41.0% | -29.3% |
| YTD | -46.7% | +36.2% | -82.9% | -53.1% |
| 1Y | -48.3% | +46.8% | -95.0% | -55.7% |
| 3Y | +38.8% | +177.8% | -139.0% | -8.9% |
| 5Y | +77.7% | +105.8% | -28.1% | +26.5% |
| 10Y | +1,028.0% | +197.6% | +830.5% | +531.5% |
| All | +1,028.0% | +198.3% | +829.7% | +531.5% |
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