+77.2%
AXON vs STT
+100.0%
-22.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.2% | -18.4% | -18.3% |
| 7D | -26.8% | -2.5% | -24.4% | -25.9% |
| 30D | -22.9% | -5.0% | -18.0% | -21.1% |
| 3M | -40.1% | -10.5% | -29.6% | -37.2% |
| 6M | -18.9% | +10.0% | -28.9% | -22.2% |
| YTD | -44.9% | +30.7% | -75.6% | -51.1% |
| 1Y | -46.7% | +43.8% | -90.5% | -54.6% |
| 3Y | +44.3% | +168.1% | -123.7% | -7.8% |
| All | +77.2% | +100.0% | -22.8% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling