+229.8%
SOXX vs AXP
+110.4%
+119.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.4% |
| 7D | +6.1% | -2.5% | +8.6% | +7.6% |
| 30D | +0.5% | -5.0% | +5.5% | +3.3% |
| 3M | -5.3% | +1.4% | -6.7% | -6.7% |
| 6M | +58.3% | +6.0% | +52.3% | +50.9% |
| YTD | +76.8% | -12.3% | +89.2% | +88.5% |
| 1Y | +114.6% | +0.3% | +114.3% | +107.3% |
| All | +229.8% | +110.4% | +119.4% | +115.3% |
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