+403.0%
AXP vs SCHG
+436.2%
-33.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | -2.1% | +4.6% | -6.7% | -6.0% |
| 30D | +2.7% | -6.2% | +8.9% | +8.3% |
| 3M | -7.3% | -3.5% | -3.8% | -4.8% |
| 6M | +1.8% | +0.9% | +0.8% | +0.1% |
| YTD | -13.1% | +5.6% | -18.6% | -18.0% |
| 1Y | -13.7% | +4.4% | -18.2% | -17.8% |
| 3Y | +113.1% | +80.1% | +33.0% | +22.0% |
| 5Y | +85.9% | +71.3% | +14.7% | +10.2% |
| All | +403.0% | +436.2% | -33.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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