+86.7%
AXON vs STT
+109.1%
-22.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 7D | -25.6% | +0.4% | -26.1% | -25.7% |
| 30D | -23.9% | -0.4% | -23.5% | -23.7% |
| 3M | -50.4% | -6.5% | -44.0% | -49.0% |
| 6M | -20.0% | +17.2% | -37.2% | -25.3% |
| YTD | -44.5% | +38.2% | -82.7% | -51.9% |
| 1Y | -44.9% | +49.3% | -94.2% | -53.8% |
| 3Y | +44.7% | +181.9% | -137.2% | -9.8% |
| 5Y | +86.7% | +106.9% | -20.2% | +22.0% |
| All | +86.7% | +109.1% | -22.4% | +22.0% |
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