+1,472.1%
AXTI vs SPYG
+424.6%
+1,047.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.1% |
| 7D | +5.1% | -0.9% | +6.0% | +6.4% |
| 30D | -17.5% | -1.5% | -15.9% | -15.3% |
| 3M | -26.7% | +3.7% | -30.4% | -27.3% |
| 6M | +36.8% | +16.4% | +20.3% | +17.0% |
| YTD | +296.1% | +13.3% | +282.8% | +257.6% |
| 1Y | +1,810.6% | +17.9% | +1,792.8% | +1,585.1% |
| 3Y | +2,587.6% | +98.3% | +2,489.2% | +1,189.3% |
| 5Y | +601.7% | +86.4% | +515.3% | +270.7% |
| All | +1,472.1% | +424.6% | +1,047.5% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling