+415.7%
AXP vs SFM
+47.4%
+368.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | -6.6% | -39.4% | +32.8% | -2.0% |
| 6M | +3.5% | -34.5% | +37.9% | +7.3% |
| YTD | -11.2% | -35.2% | +24.1% | -8.1% |
| 1Y | -10.2% | -35.3% | +25.1% | -7.2% |
| 3Y | +120.0% | +23.9% | +96.1% | +110.7% |
| 5Y | +95.6% | +113.8% | -18.3% | +74.1% |
| 10Y | +468.1% | +152.0% | +316.2% | +377.4% |
| All | +415.7% | +47.4% | +368.3% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling