+119.7%
AXP vs SMTC
+518.9%
-399.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.5% | +15.2% | -0.5% |
| 7D | +0.4% | -35.0% | +35.4% | +4.5% |
| 30D | +7.0% | -53.6% | +60.6% | +15.0% |
| 3M | -6.6% | -24.5% | +17.9% | -6.1% |
| 6M | +3.5% | -19.0% | +22.4% | +1.0% |
| YTD | -11.2% | +24.2% | -35.4% | -19.5% |
| 1Y | -10.2% | +35.6% | -45.8% | -20.0% |
| All | +119.7% | +518.9% | -399.2% | +52.2% |
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