+1,982.4%
AXTI vs SITM
+174.8%
+1,807.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.5% | +3.1% | +4.8% |
| 7D | +5.1% | +9.7% | -4.6% | -1.6% |
| 30D | -10.2% | +12.7% | -22.9% | -15.9% |
| 3M | -41.8% | -13.4% | -28.4% | -33.1% |
| 6M | +57.5% | +59.6% | -2.1% | +20.7% |
| YTD | +277.0% | +73.3% | +203.7% | +189.4% |
| 1Y | +1,982.4% | +165.5% | +1,816.9% | +1,647.9% |
| All | +1,982.4% | +174.8% | +1,807.7% | +1,647.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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