-0.3%
AXP vs SFM
-41.4%
+41.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.1% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.5% | -4.4% | -2.2% | -6.5% |
| 3M | +4.6% | +1.5% | +3.1% | +4.7% |
| 6M | +5.4% | +6.5% | -1.1% | +5.3% |
| YTD | -11.1% | +2.2% | -13.3% | -10.6% |
| 1Y | -0.3% | -41.9% | +41.6% | +3.9% |
| All | -0.3% | -41.4% | +41.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling