-3.6%
SMR vs AXON
+271.7%
-275.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.2% |
| 7D | +4.4% | -14.2% | +18.6% | +10.8% |
| 30D | +3.4% | -15.4% | +18.8% | +9.5% |
| 3M | -19.2% | +0.5% | -19.6% | -21.5% |
| 6M | -22.6% | -9.5% | -13.1% | -22.5% |
| YTD | -31.5% | -9.2% | -22.3% | -32.3% |
| 1Y | -73.1% | -29.4% | -43.7% | -70.6% |
| 3Y | +55.0% | +139.4% | -84.5% | +17.6% |
| All | -3.6% | +271.7% | -275.3% | -33.4% |
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