+257.3%
SOXX vs AXP
+115.4%
+142.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.5% |
| 7D | +6.1% | -2.5% | +8.6% | +7.7% |
| 30D | +0.5% | -5.0% | +5.5% | +3.5% |
| 3M | -5.3% | +1.4% | -6.7% | -6.7% |
| 6M | +58.3% | +6.0% | +52.3% | +50.8% |
| YTD | +76.8% | -12.3% | +89.2% | +88.5% |
| 1Y | +114.6% | +0.3% | +114.3% | +108.1% |
| 3Y | +229.6% | +111.7% | +118.0% | +95.7% |
| 5Y | +257.3% | +114.5% | +142.8% | +107.7% |
| All | +257.3% | +115.4% | +142.0% | +107.7% |
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