+117.0%
AXP vs SIMO
+269.6%
-152.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -2.1% |
| 7D | -2.1% | +4.2% | -6.3% | -2.6% |
| 30D | -6.5% | +4.1% | -10.6% | -7.4% |
| 3M | +4.6% | -12.9% | +17.5% | +4.7% |
| 6M | +5.4% | +110.3% | -104.9% | -10.4% |
| YTD | -11.1% | +178.6% | -189.7% | -29.6% |
| 1Y | -0.3% | +220.0% | -220.3% | -23.9% |
| 3Y | +111.6% | +409.0% | -297.5% | +42.7% |
| All | +117.0% | +269.6% | -152.6% | +57.1% |
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