+448.7%
AXP vs SBAC
+93.8%
+354.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | +5.8% | +11.2% | -5.3% | +2.8% |
| 3M | -6.0% | +4.5% | -10.5% | -7.3% |
| 6M | +0.3% | -12.2% | +12.5% | +3.0% |
| YTD | -12.3% | -0.1% | -12.1% | -14.0% |
| 1Y | -11.2% | -0.3% | -11.0% | -13.0% |
| 3Y | +117.0% | -8.7% | +125.8% | +112.1% |
| 5Y | +93.2% | -40.2% | +133.3% | +116.4% |
| All | +448.7% | +93.8% | +354.9% | +404.0% |
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