+407.0%
AXP vs SBAC
+114.8%
+292.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +4.4% | +5.5% | -1.0% | +2.9% |
| 3M | -6.4% | +3.1% | -9.5% | -7.4% |
| 6M | +4.2% | -7.0% | +11.2% | +5.4% |
| YTD | -12.4% | +0.5% | -12.9% | -14.3% |
| 1Y | -11.1% | +0.2% | -11.3% | -13.0% |
| 3Y | +114.9% | -7.4% | +122.2% | +108.8% |
| 5Y | +87.4% | -39.7% | +127.1% | +110.0% |
| All | +407.0% | +114.8% | +292.2% | +337.7% |
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