+6,606.2%
AXP vs SMTC
+38,957.1%
-32,350.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.5% | +15.2% | +0.1% |
| 7D | +0.4% | -35.0% | +35.4% | +5.9% |
| 30D | +7.0% | -53.6% | +60.6% | +17.6% |
| 3M | -6.6% | -24.5% | +17.9% | -5.2% |
| 6M | +3.5% | -19.0% | +22.4% | +2.2% |
| YTD | -11.2% | +24.2% | -35.4% | -18.3% |
| 1Y | -10.2% | +35.6% | -45.8% | -18.6% |
| 3Y | +120.0% | +521.9% | -401.8% | +51.0% |
| 5Y | +95.6% | +1.5% | +94.1% | +67.7% |
| 10Y | +468.1% | +274.7% | +193.4% | +302.5% |
| All | +6,606.2% | +38,957.1% | -32,350.9% | +3,306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling