+220.8%
SOXX vs AXON
+123.3%
+97.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.4% |
| 7D | +3.0% | -11.0% | +14.1% | +4.6% |
| 30D | -3.1% | -24.7% | +21.6% | +0.5% |
| 3M | -4.4% | +7.0% | -11.4% | -6.9% |
| 6M | +52.9% | -9.6% | +62.5% | +52.8% |
| YTD | +72.0% | -15.7% | +87.7% | +72.8% |
| 1Y | +105.1% | -35.9% | +141.1% | +117.5% |
| All | +220.8% | +123.3% | +97.5% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling