+17.5%
SPYM vs AXON
-35.0%
+52.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -2.0% | -11.0% | +9.0% | -1.2% |
| 30D | -1.6% | -24.7% | +23.1% | +0.2% |
| 3M | +4.7% | +7.0% | -2.2% | +3.7% |
| 6M | +12.6% | -9.6% | +22.2% | +12.6% |
| YTD | +11.8% | -15.7% | +27.5% | +12.1% |
| 1Y | +17.5% | -35.9% | +53.5% | +20.5% |
| All | +17.5% | -35.0% | +52.5% | +20.5% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling