+1,142.5%
SO vs AXON
+61,473.8%
-60,331.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.2% | +17.1% | -0.5% |
| 7D | -1.5% | -26.8% | +25.4% | -0.5% |
| 30D | +8.1% | -22.9% | +31.0% | +8.9% |
| 3M | +0.2% | -40.1% | +40.3% | +1.8% |
| 6M | +0.4% | -18.9% | +19.3% | +0.6% |
| YTD | +8.5% | -44.9% | +53.4% | +10.0% |
| 1Y | +4.9% | -46.7% | +51.6% | +6.4% |
| 3Y | +47.9% | +44.3% | +3.6% | +42.9% |
| 5Y | +75.7% | +71.4% | +4.3% | +67.2% |
| 10Y | +178.0% | +1,324.0% | -1,146.0% | +140.4% |
| All | +1,142.5% | +61,473.8% | -60,331.3% | +1,001.3% |
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