+55.8%
SMR vs AXON
+42.7%
+13.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -18.2% | +34.4% | +24.7% |
| 7D | -9.6% | -26.8% | +17.2% | +3.2% |
| 30D | -33.8% | -22.9% | -10.9% | -26.4% |
| 3M | -46.4% | -40.1% | -6.3% | -33.2% |
| 6M | -62.4% | -18.9% | -43.5% | -62.8% |
| YTD | -64.1% | -44.9% | -19.3% | -56.1% |
| 1Y | -84.3% | -46.7% | -37.7% | -80.3% |
| 3Y | +55.8% | +44.3% | +11.5% | -32.2% |
| All | +55.8% | +42.7% | +13.2% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling