+196.4%
SO vs AXON
+1,058.0%
-861.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +4.7% | -22.8% | +27.5% | +5.6% |
| 3M | +1.7% | -48.8% | +50.5% | +3.9% |
| 6M | +2.2% | -16.3% | +18.4% | +2.2% |
| YTD | +10.0% | -44.5% | +54.4% | +11.6% |
| 1Y | +6.0% | -43.4% | +49.4% | +7.5% |
| 3Y | +54.1% | +44.3% | +9.9% | +45.2% |
| 5Y | +79.6% | +85.1% | -5.5% | +64.3% |
| All | +196.4% | +1,058.0% | -861.5% | +149.2% |
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 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