+868.5%
AXTI vs XLP
+136.8%
+731.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | +0.5% | +19.0% | +19.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -24.2% | +8.3% | -32.6% | -25.7% |
| 3M | -36.3% | +8.7% | -45.0% | -38.0% |
| 6M | -62.7% | +11.2% | -73.8% | -64.6% |
| YTD | +187.3% | +20.0% | +167.3% | +161.1% |
| 1Y | +344.8% | +21.3% | +323.4% | +301.1% |
| 3Y | +2,272.2% | +43.8% | +2,228.4% | +1,773.6% |
| 5Y | +419.6% | +43.3% | +376.3% | +310.0% |
| All | +868.5% | +136.8% | +731.7% | +407.6% |
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