+358.3%
SE vs AXON
+1,206.9%
-848.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.6% |
| 7D | -1.5% | -19.7% | +18.3% | +4.9% |
| 30D | -22.3% | -25.7% | +3.4% | -15.3% |
| 3M | -41.8% | -48.8% | +7.0% | -28.5% |
| 6M | -22.4% | -22.0% | -0.4% | -18.4% |
| YTD | -41.6% | -45.9% | +4.3% | -32.2% |
| 1Y | -48.0% | -46.1% | -1.9% | -39.7% |
| 3Y | +63.9% | +40.9% | +22.9% | +21.4% |
| 5Y | -78.2% | +80.2% | -158.4% | -86.1% |
| All | +358.3% | +1,206.9% | -848.5% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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