+115.4%
AXP vs SCCO
+193.6%
-78.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.1% | -5.3% | +3.1% | -1.2% |
| 30D | -6.5% | +2.7% | -9.2% | -7.1% |
| 3M | +4.6% | +4.2% | +0.4% | +3.3% |
| 6M | +5.4% | -0.6% | +6.1% | +4.4% |
| YTD | -11.1% | +45.0% | -56.1% | -20.2% |
| 1Y | -0.3% | +109.3% | -109.6% | -19.1% |
| All | +115.4% | +193.6% | -78.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling