+702.2%
AXTI vs XLP
+129.0%
+573.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.5% | -8.4% |
| 7D | -23.4% | +2.3% | -25.8% | -23.7% |
| 30D | -42.6% | +9.1% | -51.7% | -43.8% |
| 3M | -46.7% | +7.9% | -54.6% | -48.0% |
| 6M | -66.2% | +9.6% | -75.8% | -67.8% |
| YTD | +140.4% | +19.4% | +121.0% | +118.7% |
| 1Y | +276.5% | +22.4% | +254.2% | +237.5% |
| 3Y | +1,885.4% | +43.2% | +1,842.2% | +1,469.1% |
| 5Y | +350.3% | +42.6% | +307.7% | +255.7% |
| 10Y | +702.2% | +135.4% | +566.8% | +321.8% |
| All | +702.2% | +129.0% | +573.2% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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