+425.5%
AXP vs SMTC
+337.3%
+88.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.2% |
| 7D | -0.6% | -10.9% | +10.3% | +0.7% |
| 30D | +5.0% | -39.4% | +44.4% | +14.0% |
| 3M | -4.2% | -13.5% | +9.3% | -5.3% |
| 6M | +2.9% | -6.8% | +9.8% | -3.1% |
| YTD | -11.6% | +54.0% | -65.6% | -27.7% |
| 1Y | -11.1% | +50.8% | -61.9% | -27.3% |
| 3Y | +116.7% | +677.3% | -560.6% | -3.9% |
| 5Y | +89.6% | +28.7% | +60.9% | +42.1% |
| All | +425.5% | +337.3% | +88.1% | +175.9% |
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