+456.7%
AXTI vs SFM
-35.8%
+492.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.6% | -11.0% | -6.4% |
| 7D | -26.2% | -12.3% | -13.9% | -26.7% |
| 30D | -45.1% | -16.2% | -28.9% | -46.0% |
| 3M | -27.2% | -36.8% | +9.6% | -31.9% |
| 6M | -55.2% | -32.6% | -22.6% | -57.0% |
| YTD | +190.8% | -31.7% | +222.5% | +187.9% |
| 1Y | +456.7% | -35.0% | +491.7% | +448.2% |
| All | +456.7% | -35.8% | +492.5% | +448.2% |
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