+762.7%
AXTI vs STRL
+3,697.3%
-2,934.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -2.5% |
| 7D | +7.6% | +15.7% | -8.0% | +0.9% |
| 30D | -32.1% | -35.5% | +3.4% | -16.0% |
| 3M | -46.0% | -47.1% | +1.2% | -25.8% |
| 6M | -65.7% | -65.8% | +0.1% | -42.9% |
| YTD | +155.9% | -4.5% | +160.4% | +167.7% |
| 1Y | +300.8% | -10.5% | +311.2% | +331.3% |
| 3Y | +1,981.6% | +340.6% | +1,641.0% | +1,083.5% |
| 5Y | +359.3% | +911.0% | -551.8% | +86.7% |
| All | +762.7% | +3,697.3% | -2,934.6% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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