+469.1%
AXP vs SMTC
+428.4%
+40.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -3.1% |
| 7D | -2.1% | +12.7% | -14.9% | -4.7% |
| 30D | -6.5% | +22.0% | -28.5% | -11.6% |
| 3M | +4.6% | -12.7% | +17.3% | +4.6% |
| 6M | +5.4% | +64.8% | -59.4% | -11.2% |
| YTD | -11.1% | +100.7% | -111.8% | -29.2% |
| 1Y | -0.3% | +146.9% | -147.2% | -25.7% |
| 3Y | +111.6% | +456.8% | -345.2% | +8.3% |
| 5Y | +117.6% | +89.2% | +28.3% | +51.8% |
| All | +469.1% | +428.4% | +40.8% | +176.3% |
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