+215.6%
SMH vs AXP
+115.2%
+100.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | -13.8% | +4.4% | -18.3% | -15.8% |
| 3M | -17.4% | -6.4% | -11.0% | -14.7% |
| 6M | -15.0% | +4.2% | -19.1% | -17.8% |
| YTD | +35.2% | -12.4% | +47.5% | +43.3% |
| 1Y | +41.6% | -11.1% | +52.7% | +48.5% |
| 3Y | +215.6% | +114.9% | +100.8% | +120.4% |
| All | +215.6% | +115.2% | +100.4% | +120.4% |
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