+1,003.5%
AXP vs SGI
+2,083.6%
-1,080.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.1% | +8.5% | -10.7% | -4.5% |
| 30D | -6.5% | +0.7% | -7.2% | -6.9% |
| 3M | +4.6% | +0.6% | +4.0% | +3.9% |
| 6M | +5.4% | -17.9% | +23.4% | +10.5% |
| YTD | -11.1% | -21.2% | +10.1% | -6.0% |
| 1Y | -0.3% | -18.9% | +18.6% | +4.1% |
| 3Y | +111.6% | +52.6% | +58.9% | +80.2% |
| 5Y | +117.6% | +60.7% | +56.9% | +76.4% |
| 10Y | +474.1% | +278.1% | +196.0% | +216.8% |
| All | +1,003.5% | +2,083.6% | -1,080.0% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling