-11.1%
AXP vs SMTC
+63.0%
-74.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.8% |
| 7D | -0.1% | +11.0% | -11.1% | -0.2% |
| 30D | +4.4% | -28.5% | +32.9% | +4.8% |
| 3M | -6.4% | -14.2% | +7.8% | -6.9% |
| 6M | +4.2% | -18.0% | +22.2% | +2.8% |
| YTD | -12.4% | +55.5% | -67.9% | -19.4% |
| 1Y | -11.1% | +69.5% | -80.6% | -19.5% |
| All | -11.1% | +63.0% | -74.2% | -19.5% |
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