+379.5%
SE vs AXON
+1,190.1%
-810.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.1% | +4.0% |
| 7D | +3.3% | -28.7% | +32.0% | +14.5% |
| 30D | -18.2% | -28.3% | +10.2% | -9.6% |
| 3M | -31.3% | -46.9% | +15.6% | -16.4% |
| 6M | -10.1% | -24.9% | +14.8% | -4.2% |
| YTD | -38.9% | -46.6% | +7.7% | -28.7% |
| 1Y | -48.0% | -49.7% | +1.7% | -38.1% |
| 3Y | +78.8% | +40.6% | +38.3% | +32.7% |
| 5Y | -77.1% | +71.9% | -149.0% | -85.2% |
| All | +379.5% | +1,190.1% | -810.7% | +180.7% |
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