+416.0%
AXP vs SFM
+132.6%
+283.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.5% | -4.4% | -2.2% | -6.2% |
| 3M | +4.6% | +1.5% | +3.1% | +4.2% |
| 6M | +5.4% | +6.5% | -1.1% | +4.0% |
| YTD | -11.1% | +2.2% | -13.3% | -12.0% |
| 1Y | -0.3% | -41.9% | +41.6% | +5.0% |
| 3Y | +111.6% | +106.8% | +4.8% | +92.6% |
| 5Y | +117.6% | +231.6% | -114.0% | +85.6% |
| 10Y | +474.1% | +258.4% | +215.7% | +364.4% |
| All | +416.0% | +132.6% | +283.5% | +339.7% |
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