+440.3%
AXP vs SBAC
+97.3%
+343.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.1% | +3.0% | -4.1% | -1.9% |
| 30D | +5.2% | +4.3% | +0.9% | +4.0% |
| 3M | -4.6% | +4.1% | -8.7% | -5.9% |
| 6M | +3.2% | -11.6% | +14.8% | +5.8% |
| YTD | -11.3% | +0.4% | -11.7% | -13.2% |
| 1Y | -11.0% | -1.1% | -9.9% | -12.6% |
| 3Y | +120.2% | -7.3% | +127.4% | +113.9% |
| 5Y | +91.7% | -40.8% | +132.5% | +116.0% |
| 10Y | +440.3% | +103.0% | +337.4% | +390.4% |
| All | +440.3% | +97.3% | +343.1% | +390.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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