+155.0%
SO vs AXON
+1,827.7%
-1,672.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.6% |
| 7D | -0.2% | -14.2% | +14.0% | +0.3% |
| 30D | -4.6% | -15.4% | +10.8% | -4.1% |
| 3M | -3.0% | +0.5% | -3.5% | -3.3% |
| 6M | -8.3% | -9.5% | +1.2% | -8.2% |
| YTD | +3.5% | -9.2% | +12.7% | +3.4% |
| 1Y | -0.9% | -29.4% | +28.4% | -0.1% |
| 3Y | +45.4% | +139.4% | -94.1% | +34.9% |
| 5Y | +59.6% | +178.9% | -119.3% | +45.0% |
| All | +155.0% | +1,827.7% | -1,672.8% | +117.4% |
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 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