+1,155.9%
SO vs AXON
+75,157.7%
-74,001.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.8% | +10.0% | +0.6% |
| 7D | +0.4% | -12.7% | +13.0% | +0.8% |
| 30D | +9.2% | -8.6% | +17.9% | +9.5% |
| 3M | +1.1% | -37.2% | +38.3% | +2.5% |
| 6M | -1.1% | +0.5% | -1.6% | -1.5% |
| YTD | +9.7% | -32.6% | +42.3% | +10.5% |
| 1Y | +5.5% | -40.2% | +45.7% | +6.6% |
| 3Y | +47.0% | +76.1% | -29.0% | +41.2% |
| 5Y | +77.6% | +109.5% | -31.9% | +67.9% |
| 10Y | +181.0% | +1,640.5% | -1,459.5% | +141.5% |
| All | +1,155.9% | +75,157.7% | -74,001.8% | +1,006.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling