+16.4%
SOFI vs AXON
+177.9%
-161.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | +5.6% | -2.5% | +8.1% | +6.8% |
| 30D | -2.0% | -11.5% | +9.5% | +3.4% |
| 3M | +9.2% | +7.3% | +1.9% | +1.6% |
| 6M | -4.7% | -11.9% | +7.2% | -3.3% |
| YTD | -31.2% | -11.0% | -20.2% | -31.9% |
| 1Y | -30.6% | -31.8% | +1.1% | -21.2% |
| 3Y | +110.6% | +135.4% | -24.8% | +0.7% |
| 5Y | +16.4% | +176.9% | -160.4% | -57.2% |
| All | +16.4% | +177.9% | -161.5% | -57.2% |
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