+1,448.7%
SMH vs AXP
+429.4%
+1,019.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -6.7% | -0.6% | -6.1% | -6.4% |
| 30D | -19.8% | +5.0% | -24.8% | -21.9% |
| 3M | -15.1% | -4.2% | -10.8% | -13.5% |
| 6M | -14.6% | +2.9% | -17.6% | -16.7% |
| YTD | +34.3% | -11.6% | +45.9% | +40.9% |
| 1Y | +35.2% | -11.1% | +46.3% | +41.2% |
| 3Y | +211.7% | +116.7% | +95.0% | +101.8% |
| 5Y | +240.5% | +89.6% | +150.9% | +132.6% |
| All | +1,448.7% | +429.4% | +1,019.2% | +565.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling