+2,208.6%
AXTI vs SFM
+132.6%
+2,076.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.9% | +6.8% | +9.2% |
| 7D | +5.1% | -0.1% | +5.2% | +5.2% |
| 30D | -10.2% | -4.4% | -5.8% | -9.7% |
| 3M | -41.8% | +1.5% | -43.4% | -42.3% |
| 6M | +57.5% | +6.5% | +51.1% | +54.0% |
| YTD | +277.0% | +2.2% | +274.8% | +269.7% |
| 1Y | +1,982.4% | -41.9% | +2,024.3% | +2,133.7% |
| 3Y | +2,234.8% | +106.8% | +2,128.1% | +1,911.4% |
| 5Y | +528.3% | +231.6% | +296.8% | +404.1% |
| 10Y | +1,310.5% | +258.4% | +1,052.1% | +994.7% |
| All | +2,208.6% | +132.6% | +2,076.0% | +1,785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling