+59.8%
SO vs AXON
+179.8%
-120.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.8% |
| 7D | -0.2% | -14.2% | +14.0% | -0.3% |
| 30D | -4.6% | -15.4% | +10.8% | -4.7% |
| 3M | -3.0% | +0.5% | -3.5% | -3.0% |
| 6M | -8.3% | -9.5% | +1.2% | -8.1% |
| YTD | +3.5% | -9.2% | +12.7% | +3.8% |
| 1Y | -0.9% | -29.4% | +28.4% | -0.7% |
| 3Y | +45.4% | +139.4% | -94.1% | +41.7% |
| All | +59.8% | +179.8% | -120.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling