+1,385.0%
SMH vs AXP
+449.9%
+935.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.3% |
| 7D | -11.2% | +0.6% | -11.8% | -11.5% |
| 30D | -25.8% | +5.8% | -31.6% | -28.0% |
| 3M | -18.8% | -6.0% | -12.8% | -16.5% |
| 6M | -15.6% | +0.3% | -15.9% | -16.6% |
| YTD | +28.8% | -12.3% | +41.1% | +35.6% |
| 1Y | +32.6% | -11.2% | +43.8% | +38.5% |
| 3Y | +213.6% | +117.0% | +96.6% | +103.1% |
| 5Y | +222.4% | +93.2% | +129.3% | +118.6% |
| All | +1,385.0% | +449.9% | +935.1% | +586.0% |
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