+2,786.3%
AXTI vs STRL
+535.2%
+2,251.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.2% | +9.6% | +11.1% |
| 7D | +24.0% | +10.1% | +13.9% | +18.0% |
| 30D | -21.5% | -8.2% | -13.3% | -16.1% |
| 3M | -23.4% | -43.7% | +20.3% | +5.3% |
| 6M | +114.9% | +27.1% | +87.8% | +82.8% |
| YTD | +325.4% | +64.0% | +261.4% | +219.9% |
| 1Y | +2,136.7% | +75.2% | +2,061.5% | +1,543.6% |
| All | +2,786.3% | +535.2% | +2,251.1% | +887.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling