+279.8%
SMH vs AXP
+114.8%
+165.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.2% |
| 7D | +2.5% | -2.1% | +4.6% | +3.7% |
| 30D | -0.5% | -6.5% | +6.1% | +3.1% |
| 3M | -9.6% | +4.6% | -14.3% | -12.5% |
| 6M | +42.1% | +5.4% | +36.6% | +36.5% |
| YTD | +57.4% | -11.1% | +68.6% | +66.0% |
| 1Y | +96.2% | -0.3% | +96.5% | +91.0% |
| All | +279.8% | +114.8% | +165.0% | +147.0% |
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 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