-45.9%
SMR vs AXON
+118.5%
-164.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +8.3% |
| 7D | +1.7% | -28.7% | +30.4% | +14.3% |
| 30D | -24.4% | -28.3% | +3.9% | -15.2% |
| 3M | -44.6% | -46.9% | +2.3% | -30.3% |
| 6M | -56.7% | -24.9% | -31.8% | -54.5% |
| YTD | -61.6% | -46.6% | -15.0% | -54.1% |
| 1Y | -82.1% | -49.7% | -32.4% | -77.9% |
| 3Y | +161.5% | +40.6% | +121.0% | +138.0% |
| All | -45.9% | +118.5% | -164.5% | -54.8% |
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