-60.5%
SPCH vs AXON
-32.4%
-28.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.1% | +15.1% | +12.8% |
| 7D | +6.2% | -28.7% | +34.9% | +18.9% |
| 30D | -28.1% | -28.3% | +0.2% | -19.8% |
| 3M | -0.5% | -46.9% | +46.4% | +22.8% |
| All | -60.5% | -32.4% | -28.1% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling