+589.4%
SE vs AXON
+2,094.3%
-1,505.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.5% |
| 7D | -6.1% | -14.2% | +8.1% | -1.4% |
| 30D | -2.5% | -15.4% | +12.9% | +2.5% |
| 3M | +21.7% | +0.5% | +21.2% | +19.8% |
| 6M | +27.0% | -9.5% | +36.5% | +27.7% |
| YTD | -12.1% | -9.2% | -2.9% | -13.0% |
| 1Y | -40.9% | -29.4% | -11.5% | -36.7% |
| 3Y | +191.0% | +139.4% | +51.6% | +82.9% |
| 5Y | -68.3% | +178.9% | -247.2% | -82.4% |
| All | +589.4% | +2,094.3% | -1,505.0% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling