-11.1%
AXP vs SGI
-33.4%
+22.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.1% | -5.3% | +5.2% | +1.4% |
| 30D | +4.4% | -2.1% | +6.5% | +4.8% |
| 3M | -6.4% | -8.2% | +1.8% | -4.5% |
| 6M | +4.2% | -4.6% | +8.7% | +4.6% |
| YTD | -12.4% | -31.5% | +19.1% | -3.3% |
| 1Y | -11.1% | -30.8% | +19.7% | -2.7% |
| All | -11.1% | -33.4% | +22.3% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling