+76.1%
SO vs AXON
+72.9%
+3.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.1% | -27.4% | +27.3% | -0.2% |
| 30D | +8.7% | -28.5% | +37.1% | +8.6% |
| 3M | +3.4% | -49.3% | +52.6% | +3.0% |
| 6M | +3.7% | -25.0% | +28.7% | +3.7% |
| YTD | +10.0% | -46.7% | +56.8% | +10.0% |
| 1Y | +6.6% | -48.3% | +54.8% | +6.6% |
| 3Y | +52.5% | +38.8% | +13.7% | +48.4% |
| 5Y | +76.1% | +77.7% | -1.6% | +66.1% |
| All | +76.1% | +72.9% | +3.2% | +66.1% |
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