+95.6%
AXP vs SAN
+272.3%
-176.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | +3.5% | -3.1% | -1.1% |
| 30D | +7.0% | -13.2% | +20.2% | +13.2% |
| 3M | -6.6% | -16.9% | +10.4% | +0.5% |
| 6M | +3.5% | +2.3% | +1.1% | +1.4% |
| YTD | -11.2% | +4.9% | -16.1% | -14.7% |
| 1Y | -10.2% | +20.4% | -30.6% | -18.9% |
| 3Y | +120.0% | +243.2% | -123.2% | +19.1% |
| 5Y | +95.6% | +275.3% | -179.7% | +8.2% |
| All | +95.6% | +272.3% | -176.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling