+464.9%
AXP vs SCCO
+1,146.4%
-681.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.7% |
| 7D | +0.6% | +3.4% | -2.9% | -0.7% |
| 30D | -4.3% | +6.6% | -11.0% | -6.9% |
| 3M | +4.7% | +24.5% | -19.8% | -4.2% |
| 6M | +9.0% | +16.5% | -7.5% | +0.4% |
| YTD | -11.1% | +52.1% | -63.3% | -28.1% |
| 1Y | +1.3% | +114.2% | -112.9% | -29.5% |
| 3Y | +114.5% | +207.4% | -92.9% | +20.5% |
| 5Y | +118.0% | +353.7% | -235.7% | -3.4% |
| 10Y | +464.9% | +1,144.5% | -679.6% | +41.1% |
| All | +464.9% | +1,146.4% | -681.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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