+1,002.9%
AXP vs SGI
+2,021.1%
-1,018.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.5% |
| 7D | +0.4% | +5.3% | -4.9% | -1.2% |
| 30D | +7.0% | +8.2% | -1.1% | +4.4% |
| 3M | -6.6% | -2.2% | -4.4% | -6.4% |
| 6M | +3.5% | -8.4% | +11.9% | +5.0% |
| YTD | -11.2% | -23.4% | +12.3% | -5.5% |
| 1Y | -10.2% | -14.0% | +3.8% | -7.9% |
| 3Y | +120.0% | +78.8% | +41.3% | +79.2% |
| 5Y | +95.6% | +58.6% | +37.0% | +58.9% |
| 10Y | +468.1% | +427.8% | +40.3% | +188.6% |
| All | +1,002.9% | +2,021.1% | -1,018.2% | +144.4% |
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 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