+448.7%
AXP vs SGI
+390.8%
+57.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.2% | +0.6% |
| 7D | +0.6% | +1.0% | -0.4% | +0.2% |
| 30D | +5.8% | +3.9% | +1.9% | +4.2% |
| 3M | -6.0% | -0.8% | -5.2% | -6.2% |
| 6M | +0.3% | -18.0% | +18.3% | +5.7% |
| YTD | -12.3% | -27.6% | +15.4% | -4.2% |
| 1Y | -11.2% | -27.2% | +16.0% | -3.4% |
| 3Y | +117.0% | +76.0% | +41.0% | +72.9% |
| 5Y | +93.2% | +50.0% | +43.2% | +54.7% |
| All | +448.7% | +390.8% | +57.9% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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