+48.0%
SMCI vs AXP
+114.8%
-66.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.7% | +5.2% |
| 7D | +6.8% | -2.1% | +8.9% | +8.1% |
| 30D | +30.6% | -6.5% | +37.1% | +36.2% |
| 3M | -15.6% | +4.6% | -20.2% | -18.7% |
| 6M | +21.3% | +5.4% | +15.8% | +16.5% |
| YTD | +35.3% | -11.1% | +46.4% | +44.3% |
| 1Y | -2.7% | -0.3% | -2.4% | -4.4% |
| All | +48.0% | +114.8% | -66.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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