+2,514.3%
SOXX vs AXP
+1,268.1%
+1,246.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.1% |
| 7D | +2.2% | -2.1% | +4.3% | +3.3% |
| 30D | -2.0% | -6.5% | +4.5% | +1.3% |
| 3M | -13.7% | +4.6% | -18.4% | -16.0% |
| 6M | +52.4% | +5.4% | +47.0% | +47.1% |
| YTD | +72.8% | -11.1% | +83.9% | +81.1% |
| 1Y | +113.9% | -0.3% | +114.2% | +110.2% |
| 3Y | +210.7% | +111.6% | +99.2% | +106.6% |
| 5Y | +244.6% | +117.6% | +127.1% | +123.2% |
| 10Y | +1,468.0% | +474.1% | +993.9% | +478.7% |
| All | +2,514.3% | +1,268.1% | +1,246.2% | +391.2% |
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