+407.0%
AXP vs SMTC
+333.2%
+73.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.6% |
| 7D | -0.1% | +11.0% | -11.1% | -2.5% |
| 30D | +4.4% | -28.5% | +32.9% | +9.7% |
| 3M | -6.4% | -14.2% | +7.8% | -7.3% |
| 6M | +4.2% | -18.0% | +22.2% | +1.2% |
| YTD | -12.4% | +55.5% | -67.9% | -28.6% |
| 1Y | -11.1% | +69.5% | -80.6% | -29.4% |
| 3Y | +114.9% | +699.7% | -584.8% | -5.7% |
| 5Y | +87.4% | +27.4% | +60.0% | +41.0% |
| All | +407.0% | +333.2% | +73.8% | +160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling