+1,982.4%
AXTI vs SFM
-41.4%
+2,023.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.9% | +6.8% | +10.0% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | -10.2% | -4.4% | -5.8% | -10.5% |
| 3M | -41.8% | +1.5% | -43.4% | -41.3% |
| 6M | +57.5% | +6.5% | +51.1% | +59.7% |
| YTD | +277.0% | +2.2% | +274.8% | +286.1% |
| 1Y | +1,982.4% | -41.9% | +2,024.3% | +1,712.1% |
| All | +1,982.4% | -41.4% | +2,023.9% | +1,712.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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 · 6 months rolling