+797.7%
AXTI vs XLP
+135.7%
+662.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | +18.6% | -0.2% | +18.8% | +18.6% |
| 30D | -32.6% | +8.2% | -40.8% | -33.9% |
| 3M | -44.5% | +7.7% | -52.2% | -45.8% |
| 6M | -64.6% | +9.3% | -73.9% | -66.2% |
| YTD | +166.3% | +19.5% | +146.8% | +142.3% |
| 1Y | +296.5% | +21.0% | +275.5% | +257.7% |
| 3Y | +2,099.0% | +43.2% | +2,055.8% | +1,638.2% |
| 5Y | +377.9% | +42.7% | +335.2% | +277.5% |
| All | +797.7% | +135.7% | +662.0% | +370.9% |
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