+214.0%
SLV vs AXON
+1,827.7%
-1,613.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.0% |
| 7D | -0.3% | -14.2% | +13.8% | +0.5% |
| 30D | +6.7% | -15.4% | +22.1% | +7.5% |
| 3M | -10.7% | +0.5% | -11.2% | -11.0% |
| 6M | -20.6% | -9.5% | -11.1% | -20.6% |
| YTD | -7.1% | -9.2% | +2.1% | -7.4% |
| 1Y | +62.0% | -29.4% | +91.4% | +63.2% |
| 3Y | +169.8% | +139.4% | +30.4% | +151.5% |
| 5Y | +161.5% | +178.9% | -17.5% | +138.3% |
| All | +214.0% | +1,827.7% | -1,613.7% | +159.8% |
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