+601.0%
AXTI vs SFM
+212.1%
+388.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.9% |
| 7D | +15.1% | -8.8% | +23.9% | +16.9% |
| 30D | -12.3% | -14.5% | +2.1% | -10.1% |
| 3M | -24.1% | -16.8% | -7.3% | -22.1% |
| 6M | +46.0% | -5.3% | +51.4% | +44.9% |
| YTD | +295.7% | -9.4% | +305.1% | +293.1% |
| 1Y | +1,825.6% | -46.2% | +1,871.8% | +2,087.8% |
| 3Y | +2,630.0% | +81.3% | +2,548.7% | +1,942.8% |
| 5Y | +601.0% | +211.9% | +389.1% | +395.9% |
| All | +601.0% | +212.1% | +388.8% | +395.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling