+455.5%
AXP vs SIMO
+360.6%
+94.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.4% | +12.1% | -0.1% |
| 7D | +0.4% | -31.4% | +31.8% | +5.9% |
| 30D | +7.0% | -45.2% | +52.2% | +16.4% |
| 3M | -6.6% | -36.5% | +29.9% | -2.1% |
| 6M | +3.5% | -34.2% | +37.6% | +4.9% |
| YTD | -11.2% | +69.9% | -81.1% | -29.2% |
| 1Y | -10.2% | +60.4% | -70.6% | -27.6% |
| 3Y | +120.0% | +203.1% | -83.1% | +47.7% |
| 5Y | +95.6% | +145.4% | -49.9% | +31.6% |
| All | +455.5% | +360.6% | +94.9% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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