-49.4%
SSPC vs AXON
-46.9%
-2.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -18.2% | +0.9% | -21.2% |
| 7D | -4.7% | -26.8% | +22.2% | -14.5% |
| 30D | +36.7% | -22.9% | +59.6% | +26.2% |
| 3M | -49.4% | -40.1% | -9.3% | -58.9% |
| All | -49.4% | -46.9% | -2.6% | -58.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling