+448.7%
AXP vs SMTC
+313.7%
+135.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.7% | -14.0% | -3.7% |
| 7D | +0.6% | -19.0% | +19.6% | +4.0% |
| 30D | +5.8% | -46.7% | +52.6% | +18.1% |
| 3M | -6.0% | -23.4% | +17.4% | -4.6% |
| 6M | +0.3% | -13.4% | +13.7% | -4.2% |
| YTD | -12.3% | +40.1% | -52.3% | -26.8% |
| 1Y | -11.2% | +47.7% | -58.9% | -27.3% |
| 3Y | +117.0% | +606.9% | -489.9% | -2.0% |
| 5Y | +93.2% | +14.4% | +78.8% | +48.9% |
| All | +448.7% | +313.7% | +135.0% | +203.4% |
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 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