+61.2%
AXTI vs SPYG
+553.6%
-492.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.1% |
| 7D | +15.1% | -1.8% | +16.9% | +17.6% |
| 30D | -12.3% | -1.9% | -10.4% | -10.0% |
| 3M | -24.1% | +5.2% | -29.3% | -25.6% |
| 6M | +46.0% | +15.6% | +30.5% | +30.1% |
| YTD | +295.7% | +12.4% | +283.3% | +269.2% |
| 1Y | +1,825.6% | +17.5% | +1,808.1% | +1,654.6% |
| 3Y | +2,630.0% | +98.1% | +2,531.9% | +1,382.4% |
| 5Y | +601.0% | +84.9% | +516.1% | +317.7% |
| 10Y | +1,459.0% | +417.7% | +1,041.3% | +245.8% |
| All | +61.2% | +553.6% | -492.4% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling