+328.5%
SMH vs AXP
+118.2%
+210.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.3% |
| 7D | +2.5% | -2.1% | +4.6% | +3.8% |
| 30D | -0.5% | -6.5% | +6.1% | +3.4% |
| 3M | -9.6% | +4.6% | -14.3% | -12.6% |
| 6M | +42.1% | +5.4% | +36.6% | +36.3% |
| YTD | +57.4% | -11.1% | +68.6% | +66.2% |
| 1Y | +96.2% | -0.3% | +96.5% | +91.3% |
| 3Y | +267.9% | +111.6% | +156.3% | +121.8% |
| All | +328.5% | +118.2% | +210.4% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling