+89.6%
AXP vs SGI
+48.6%
+41.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +1.6% |
| 7D | -0.6% | -3.9% | +3.3% | +0.6% |
| 30D | +5.0% | +0.9% | +4.0% | +4.3% |
| 3M | -4.2% | -2.9% | -1.4% | -3.9% |
| 6M | +2.9% | -9.0% | +11.9% | +5.1% |
| YTD | -11.6% | -29.2% | +17.6% | -2.2% |
| 1Y | -11.1% | -32.3% | +21.2% | -0.1% |
| 3Y | +116.7% | +72.4% | +44.3% | +70.2% |
| 5Y | +89.6% | +50.6% | +39.0% | +45.4% |
| All | +89.6% | +48.6% | +41.0% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling