+910.0%
AXP vs SCHG
+1,145.2%
-235.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.5% |
| 30D | -6.5% | +0.2% | -6.8% | -6.8% |
| 3M | +4.6% | +2.2% | +2.4% | +2.2% |
| 6M | +5.4% | +15.0% | -9.6% | -8.0% |
| YTD | -11.1% | +9.2% | -20.3% | -18.5% |
| 1Y | -0.3% | +15.7% | -16.0% | -13.8% |
| 3Y | +111.6% | +87.3% | +24.3% | +14.4% |
| 5Y | +117.6% | +84.5% | +33.1% | +16.7% |
| 10Y | +474.1% | +448.7% | +25.4% | -4.5% |
| All | +910.0% | +1,145.2% | -235.2% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling