+6.0%
SO vs AXON
-44.3%
+50.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.2% |
| 7D | +1.4% | +0.8% | +0.6% | +1.4% |
| 30D | +4.7% | -22.8% | +27.5% | +4.3% |
| 3M | +1.7% | -48.8% | +50.5% | +0.1% |
| 6M | +2.2% | -16.3% | +18.4% | +2.7% |
| YTD | +10.0% | -44.5% | +54.4% | +10.1% |
| 1Y | +6.0% | -43.4% | +49.4% | +6.3% |
| All | +6.0% | -44.3% | +50.3% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling