+1,470.4%
AXTI vs SAP
+175.6%
+1,294.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.3% |
| 7D | +15.1% | -5.1% | +20.2% | +18.1% |
| 30D | -12.3% | -1.8% | -10.5% | -12.0% |
| 3M | -24.1% | +20.9% | -45.1% | -34.1% |
| 6M | +46.0% | +7.0% | +39.1% | +34.6% |
| YTD | +295.7% | -13.7% | +309.5% | +308.5% |
| 1Y | +1,825.6% | -19.6% | +1,845.2% | +1,979.2% |
| 3Y | +2,630.0% | +52.4% | +2,577.5% | +1,758.5% |
| 5Y | +601.0% | +54.4% | +546.5% | +364.7% |
| All | +1,470.4% | +175.6% | +1,294.8% | +549.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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