+775.3%
AXTI vs XLC
+145.0%
+630.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.9% |
| 7D | +5.1% | +0.5% | +4.6% | +4.4% |
| 30D | -17.5% | +2.1% | -19.6% | -20.1% |
| 3M | -26.7% | +0.7% | -27.4% | -29.2% |
| 6M | +36.8% | -3.2% | +40.0% | +38.1% |
| YTD | +296.1% | -3.8% | +299.9% | +303.3% |
| 1Y | +1,810.6% | -2.0% | +1,812.7% | +1,817.7% |
| 3Y | +2,587.6% | +71.4% | +2,516.2% | +1,409.1% |
| 5Y | +601.7% | +40.7% | +561.0% | +393.2% |
| All | +775.3% | +145.0% | +630.3% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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