+117.0%
AXP vs SMTC
+91.8%
+25.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -2.5% |
| 7D | -2.1% | +12.7% | -14.9% | -4.0% |
| 30D | -6.5% | +22.0% | -28.5% | -10.2% |
| 3M | +4.6% | -12.7% | +17.3% | +4.8% |
| 6M | +5.4% | +64.8% | -59.4% | -7.0% |
| YTD | -11.1% | +100.7% | -111.8% | -24.8% |
| 1Y | -0.3% | +146.9% | -147.2% | -19.8% |
| 3Y | +111.6% | +456.8% | -345.2% | +30.1% |
| All | +117.0% | +91.8% | +25.2% | +79.8% |
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