+1,472.1%
AXTI vs SAN
+357.1%
+1,115.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -1.0% |
| 7D | +5.1% | +0.2% | +4.9% | +4.9% |
| 30D | -17.5% | +0.9% | -18.4% | -18.0% |
| 3M | -26.7% | +19.1% | -45.8% | -32.1% |
| 6M | +36.8% | +33.2% | +3.6% | +18.7% |
| YTD | +296.1% | +29.1% | +267.0% | +248.1% |
| 1Y | +1,810.6% | +50.2% | +1,760.4% | +1,474.7% |
| 3Y | +2,587.6% | +351.0% | +2,236.5% | +1,219.0% |
| 5Y | +601.7% | +394.7% | +207.1% | +219.8% |
| All | +1,472.1% | +357.1% | +1,115.0% | +657.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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