+89.6%
AXP vs SIMO
+171.3%
-81.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | -0.6% | -16.0% | +15.4% | +1.0% |
| 30D | +5.0% | -35.8% | +40.7% | +9.3% |
| 3M | -4.2% | -26.5% | +22.2% | -2.6% |
| 6M | +2.9% | -33.0% | +36.0% | +3.7% |
| YTD | -11.6% | +84.3% | -95.9% | -27.9% |
| 1Y | -11.1% | +82.0% | -93.1% | -27.4% |
| 3Y | +116.7% | +218.5% | -101.8% | +51.4% |
| 5Y | +89.6% | +175.0% | -85.4% | +23.7% |
| All | +89.6% | +171.3% | -81.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling