-0.3%
AXP vs SMTC
+154.8%
-155.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.3% |
| 7D | -2.1% | +12.7% | -14.9% | -2.4% |
| 30D | -6.5% | +22.0% | -28.5% | -7.2% |
| 3M | +4.6% | -12.7% | +17.3% | +4.6% |
| 6M | +5.4% | +64.8% | -59.4% | +1.8% |
| YTD | -11.1% | +100.7% | -111.8% | -14.4% |
| 1Y | -0.3% | +146.9% | -147.2% | -1.4% |
| All | -0.3% | +154.8% | -155.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling