-53.5%
SOUN vs AXON
+174.3%
-227.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -4.3% |
| 7D | -15.1% | +0.8% | -15.9% | -15.4% |
| 30D | -23.0% | -22.8% | -0.2% | -14.2% |
| 3M | -53.3% | -48.8% | -4.6% | -37.2% |
| 6M | -58.6% | -16.3% | -42.3% | -58.6% |
| YTD | -65.0% | -44.5% | -20.5% | -57.3% |
| 1Y | -71.4% | -43.4% | -28.0% | -65.5% |
| 3Y | +75.4% | +44.3% | +31.1% | +11.3% |
| All | -53.5% | +174.3% | -227.8% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling