+119.7%
AXP vs SFM
+24.6%
+95.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.9% | -1.7% |
| 7D | +0.4% | +7.5% | -7.1% | -0.4% |
| 30D | +7.0% | -20.8% | +27.9% | +9.3% |
| 3M | -6.6% | -39.4% | +32.8% | -1.5% |
| 6M | +3.5% | -34.5% | +37.9% | +7.6% |
| YTD | -11.2% | -35.2% | +24.1% | -7.8% |
| 1Y | -10.2% | -35.3% | +25.1% | -6.8% |
| All | +119.7% | +24.6% | +95.1% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling