+1,472.1%
AXTI vs SO
+159.0%
+1,313.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +5.1% | -1.1% | +6.1% | +5.2% |
| 30D | -17.5% | -5.0% | -12.5% | -17.2% |
| 3M | -26.7% | -5.8% | -20.9% | -26.6% |
| 6M | +36.8% | -7.9% | +44.7% | +37.1% |
| YTD | +296.1% | +2.4% | +293.7% | +291.1% |
| 1Y | +1,810.6% | -2.3% | +1,812.9% | +1,792.3% |
| 3Y | +2,587.6% | +41.9% | +2,545.7% | +2,328.1% |
| 5Y | +601.7% | +58.1% | +543.7% | +516.6% |
| All | +1,472.1% | +159.0% | +1,313.1% | +1,214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling