+1,852.6%
AXON vs STT
+267.1%
+1,585.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -14.2% | +0.5% | -14.6% | -14.2% |
| 30D | -15.4% | +3.9% | -19.2% | -16.6% |
| 3M | +0.5% | +20.0% | -19.5% | -6.6% |
| 6M | -9.5% | +55.3% | -64.8% | -24.3% |
| YTD | -9.2% | +53.3% | -62.5% | -23.7% |
| 1Y | -29.4% | +74.7% | -104.1% | -43.8% |
| 3Y | +139.4% | +205.8% | -66.4% | +50.8% |
| 5Y | +178.9% | +145.0% | +33.9% | +84.5% |
| All | +1,852.6% | +267.1% | +1,585.5% | +845.2% |
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