+877.0%
AXP vs SIMO
+2,345.4%
-1,468.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.6% | +11.8% | +4.0% |
| 7D | +4.6% | -16.9% | +21.5% | +7.8% |
| 30D | +9.7% | -35.4% | +45.1% | +17.7% |
| 3M | -3.8% | -31.9% | +28.1% | +0.7% |
| 6M | +4.8% | -19.3% | +24.1% | +3.3% |
| YTD | -9.1% | +98.5% | -107.6% | -28.3% |
| 1Y | -6.7% | +100.5% | -107.2% | -26.8% |
| 3Y | +125.2% | +254.1% | -128.9% | +53.1% |
| 5Y | +105.0% | +187.4% | -82.4% | +39.9% |
| 10Y | +481.5% | +447.7% | +33.7% | +226.7% |
| All | +877.0% | +2,345.4% | -1,468.4% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling