+89.6%
AXP vs SMTC
+28.1%
+61.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.1% |
| 7D | -0.6% | -10.9% | +10.3% | +0.4% |
| 30D | +5.0% | -39.4% | +44.4% | +11.3% |
| 3M | -4.2% | -13.5% | +9.3% | -5.0% |
| 6M | +2.9% | -6.8% | +9.8% | -1.5% |
| YTD | -11.6% | +54.0% | -65.6% | -23.9% |
| 1Y | -11.1% | +50.8% | -61.9% | -23.4% |
| 3Y | +116.7% | +677.3% | -560.6% | +17.3% |
| 5Y | +89.6% | +28.7% | +60.9% | +68.9% |
| All | +89.6% | +28.1% | +61.5% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling