+1,253.2%
SMH vs AXP
+844.9%
+408.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.2% |
| 7D | +2.5% | -2.1% | +4.6% | +3.6% |
| 30D | -0.5% | -6.5% | +6.1% | +2.8% |
| 3M | -9.6% | +4.6% | -14.3% | -12.0% |
| 6M | +42.1% | +5.4% | +36.6% | +37.4% |
| YTD | +57.4% | -11.1% | +68.6% | +64.7% |
| 1Y | +96.2% | -0.3% | +96.5% | +93.0% |
| 3Y | +267.9% | +111.6% | +156.3% | +147.9% |
| 5Y | +327.7% | +117.6% | +210.1% | +180.7% |
| 10Y | +1,764.6% | +474.1% | +1,290.5% | +610.9% |
| All | +1,253.2% | +844.9% | +408.3% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling