+1,507.2%
SOXX vs AXP
+468.6%
+1,038.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +3.0% | -2.8% | +5.8% | +4.6% |
| 30D | -3.1% | -5.9% | +2.8% | -0.1% |
| 3M | -4.4% | +2.6% | -7.0% | -6.2% |
| 6M | +52.9% | +6.4% | +46.5% | +46.4% |
| YTD | +72.0% | -12.6% | +84.6% | +82.2% |
| 1Y | +105.1% | +0.2% | +104.9% | +100.5% |
| 3Y | +220.6% | +110.9% | +109.7% | +109.4% |
| 5Y | +244.8% | +114.7% | +130.1% | +120.7% |
| All | +1,507.2% | +468.6% | +1,038.5% | +595.9% |
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