+120.2%
AXP vs SMTC
+696.5%
-576.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.8% | -11.8% | -0.2% |
| 7D | -1.1% | -4.8% | +3.7% | -1.0% |
| 30D | +5.2% | -37.8% | +43.1% | +9.7% |
| 3M | -4.6% | -16.5% | +11.9% | -4.7% |
| 6M | +3.2% | -4.4% | +7.6% | -0.6% |
| YTD | -11.3% | +58.0% | -69.4% | -21.7% |
| 1Y | -11.0% | +62.0% | -73.0% | -21.9% |
| 3Y | +120.2% | +745.7% | -625.5% | +50.5% |
| All | +120.2% | +696.5% | -576.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling