+1,472.1%
AXTI vs SFM
+271.4%
+1,200.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +5.1% | -10.6% | +15.7% | +6.8% |
| 30D | -17.5% | -15.5% | -2.0% | -15.5% |
| 3M | -26.7% | -17.4% | -9.3% | -24.9% |
| 6M | +36.8% | -3.4% | +40.2% | +35.6% |
| YTD | +296.1% | -8.7% | +304.8% | +294.0% |
| 1Y | +1,810.6% | -47.2% | +1,857.8% | +2,002.6% |
| 3Y | +2,587.6% | +82.7% | +2,504.8% | +2,183.7% |
| 5Y | +601.7% | +214.3% | +387.4% | +444.2% |
| All | +1,472.1% | +271.4% | +1,200.7% | +1,060.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling