+2,587.6%
AXTI vs SITM
+452.7%
+2,134.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -2.6% |
| 7D | +5.1% | +3.9% | +1.2% | +2.8% |
| 30D | -17.5% | -6.6% | -10.9% | -13.7% |
| 3M | -26.7% | -11.9% | -14.8% | -20.0% |
| 6M | +36.8% | +81.1% | -44.4% | +10.4% |
| YTD | +296.1% | +80.0% | +216.2% | +227.1% |
| 1Y | +1,810.6% | +145.8% | +1,664.8% | +1,314.0% |
| 3Y | +2,587.6% | +475.9% | +2,111.7% | +1,252.2% |
| All | +2,587.6% | +452.7% | +2,134.9% | +1,252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling