+3,970.8%
AXP vs SCCO
+30,391.1%
-26,420.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -0.7% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +5.2% | -15.0% | +20.3% | +10.6% |
| 3M | -4.6% | -9.1% | +4.5% | -2.6% |
| 6M | +3.2% | -0.9% | +4.1% | +0.9% |
| YTD | -11.3% | +29.7% | -41.0% | -23.3% |
| 1Y | -11.0% | +38.2% | -49.2% | -24.7% |
| 3Y | +120.2% | +191.5% | -71.3% | +36.8% |
| 5Y | +91.7% | +281.7% | -190.0% | +4.9% |
| 10Y | +440.3% | +830.3% | -390.0% | +107.6% |
| All | +3,970.8% | +30,391.1% | -26,420.4% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling