+652.8%
AXTI vs XLP
+33.4%
+619.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +12.7% |
| 7D | +24.0% | -1.4% | +25.4% | +23.6% |
| 30D | -21.5% | -1.3% | -20.2% | -21.6% |
| 3M | -23.4% | +1.8% | -25.2% | -23.9% |
| 6M | +114.9% | -0.8% | +115.7% | +114.1% |
| YTD | +325.4% | +9.5% | +315.9% | +312.9% |
| 1Y | +2,136.7% | +7.2% | +2,129.5% | +2,077.2% |
| 3Y | +2,835.0% | +27.1% | +2,807.9% | +2,450.4% |
| 5Y | +652.8% | +32.0% | +620.8% | +556.9% |
| All | +652.8% | +33.4% | +619.5% | +556.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling