+403.0%
AXP vs SAN
+267.7%
+135.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.7% |
| 30D | +2.7% | -9.4% | +12.0% | +7.4% |
| 3M | -7.3% | -17.1% | +9.9% | +1.4% |
| 6M | +1.8% | +2.2% | -0.4% | -0.8% |
| YTD | -13.1% | +6.0% | -19.0% | -18.1% |
| 1Y | -13.7% | +12.7% | -26.4% | -21.4% |
| 3Y | +113.1% | +242.1% | -129.0% | +1.4% |
| 5Y | +85.9% | +293.6% | -207.7% | -22.1% |
| All | +403.0% | +267.7% | +135.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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