-13.6%
SOUN vs AXON
+326.2%
-339.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.1% |
| 7D | -4.4% | -3.3% | -1.1% | -3.1% |
| 30D | -13.1% | -17.8% | +4.7% | -5.2% |
| 3M | -7.7% | +8.3% | -16.0% | -15.7% |
| 6M | -21.2% | -12.4% | -8.8% | -20.2% |
| YTD | -35.0% | -13.7% | -21.3% | -34.5% |
| 1Y | -56.4% | -33.1% | -23.3% | -50.4% |
| 3Y | +181.7% | +128.2% | +53.5% | +45.7% |
| All | -13.6% | +326.2% | -339.8% | -73.9% |
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