+554.7%
AXTI vs SM
+524.8%
+29.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.6% | +9.2% | +12.1% |
| 7D | +24.0% | -0.2% | +24.1% | +24.0% |
| 30D | -21.5% | +31.5% | -53.0% | -25.9% |
| 3M | -23.4% | +17.3% | -40.7% | -26.8% |
| 6M | +114.9% | +48.5% | +66.4% | +94.8% |
| YTD | +325.4% | +106.3% | +219.2% | +260.7% |
| 1Y | +2,136.7% | +47.3% | +2,089.4% | +1,919.5% |
| 3Y | +2,835.0% | -1.4% | +2,836.4% | +2,737.7% |
| 5Y | +652.8% | +114.0% | +538.8% | +498.1% |
| 10Y | +1,513.9% | +12.5% | +1,501.4% | +889.6% |
| All | +554.7% | +524.8% | +29.9% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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