+2,166.8%
AXTI vs SITM
+4,437.5%
-2,270.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +21.0% | +3.7% | +17.3% | +19.3% |
| 30D | -6.6% | -14.5% | +7.9% | +0.5% |
| 3M | -12.1% | -10.6% | -1.5% | -4.8% |
| 6M | +78.7% | +65.5% | +13.2% | +53.4% |
| YTD | +321.5% | +67.0% | +254.5% | +266.1% |
| 1Y | +2,166.8% | +138.6% | +2,028.2% | +1,626.6% |
| 3Y | +2,807.6% | +421.8% | +2,385.8% | +1,411.0% |
| 5Y | +651.5% | +172.4% | +479.0% | +321.4% |
| All | +2,166.8% | +4,437.5% | -2,270.7% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling