-77.8%
SE vs AXON
+84.3%
-162.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -7.9% | -5.3% |
| 7D | -7.7% | -25.6% | +17.9% | +2.6% |
| 30D | -22.8% | -23.9% | +1.1% | -15.2% |
| 3M | -43.7% | -50.4% | +6.7% | -26.9% |
| 6M | -12.8% | -20.0% | +7.2% | -8.9% |
| YTD | -42.0% | -44.5% | +2.5% | -31.3% |
| 1Y | -48.0% | -44.9% | -3.1% | -38.3% |
| 3Y | +62.7% | +44.7% | +18.0% | -14.1% |
| 5Y | -77.8% | +86.7% | -164.5% | -92.6% |
| All | -77.8% | +84.3% | -162.1% | -92.6% |
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