+120.2%
AXP vs SGI
+80.7%
+39.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | -0.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +5.2% | +6.6% | -1.3% | +2.7% |
| 3M | -4.6% | +1.8% | -6.4% | -5.6% |
| 6M | +3.2% | -3.9% | +7.1% | +3.5% |
| YTD | -11.3% | -25.2% | +13.9% | -3.4% |
| 1Y | -11.0% | -26.7% | +15.7% | -2.4% |
| 3Y | +120.2% | +86.8% | +33.4% | +85.2% |
| All | +120.2% | +80.7% | +39.4% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling