+114.5%
AXP vs SCHG
+88.4%
+26.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | -4.3% | -1.5% | -2.9% | -3.2% |
| 3M | +4.7% | +4.4% | +0.3% | +0.9% |
| 6M | +9.0% | +15.7% | -6.7% | -3.8% |
| YTD | -11.1% | +8.3% | -19.4% | -17.0% |
| 1Y | +1.3% | +14.2% | -12.9% | -9.9% |
| 3Y | +114.5% | +88.3% | +26.2% | +30.8% |
| All | +114.5% | +88.4% | +26.1% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling