+119.7%
AXP vs SIMO
+202.0%
-82.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.4% | +12.1% | -1.1% |
| 7D | +0.4% | -31.4% | +31.8% | +3.2% |
| 30D | +7.0% | -45.2% | +52.2% | +11.9% |
| 3M | -6.6% | -36.5% | +29.9% | -4.3% |
| 6M | +3.5% | -34.2% | +37.6% | +3.5% |
| YTD | -11.2% | +69.9% | -81.1% | -28.5% |
| 1Y | -10.2% | +60.4% | -70.6% | -26.7% |
| All | +119.7% | +202.0% | -82.3% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling