+424.9%
AXP vs SFM
+140.8%
+284.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.5% |
| 7D | -2.9% | -7.1% | +4.2% | -2.0% |
| 30D | +3.7% | -21.4% | +25.1% | +6.1% |
| 3M | -4.9% | -40.1% | +35.2% | +0.3% |
| 6M | +4.1% | -38.0% | +42.1% | +9.0% |
| YTD | -11.7% | -36.5% | +24.9% | -8.2% |
| 1Y | -11.7% | -35.2% | +23.5% | -8.6% |
| 3Y | +116.5% | +23.5% | +93.0% | +106.2% |
| 5Y | +89.5% | +109.7% | -20.2% | +66.6% |
| 10Y | +424.9% | +132.6% | +292.3% | +344.8% |
| All | +424.9% | +140.8% | +284.1% | +344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling