-68.1%
SE vs AXON
+179.8%
-247.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.8% |
| 7D | -6.1% | -14.2% | +8.1% | -0.4% |
| 30D | -2.5% | -15.4% | +12.9% | +3.5% |
| 3M | +21.7% | +0.5% | +21.2% | +19.1% |
| 6M | +27.0% | -9.5% | +36.5% | +27.9% |
| YTD | -12.1% | -9.2% | -2.9% | -13.2% |
| 1Y | -40.9% | -29.4% | -11.5% | -35.2% |
| 3Y | +191.0% | +139.4% | +51.6% | +28.0% |
| All | -68.1% | +179.8% | -247.9% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling