+20.3%
SGOV vs AXTI
+1,112.9%
-1,092.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +5.1% | -5.0% | +0.1% |
| 30D | +0.3% | -17.5% | +17.8% | +0.3% |
| 3M | +0.9% | -26.7% | +27.6% | +0.9% |
| 6M | +1.8% | +36.8% | -34.9% | +1.9% |
| YTD | +2.5% | +296.1% | -293.6% | +2.6% |
| 1Y | +3.8% | +1,810.6% | -1,806.8% | +3.8% |
| 3Y | +14.4% | +2,587.6% | -2,573.2% | +14.4% |
| 5Y | +20.2% | +601.7% | -581.6% | +20.2% |
| All | +20.3% | +1,112.9% | -1,092.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 all: compounded portfolio wealth divided by compounded AXTI 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…
all analysis · Full analysis span regression · 6 months rolling