+403.0%
AXP vs SIRI
-7.8%
+410.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -2.1% | -3.7% | +1.5% | -1.1% |
| 30D | +2.7% | +20.4% | -17.8% | -2.8% |
| 3M | -7.3% | +12.5% | -19.8% | -10.6% |
| 6M | +1.8% | +23.4% | -21.7% | -4.8% |
| YTD | -13.1% | +65.2% | -78.2% | -25.8% |
| 1Y | -13.7% | +52.4% | -66.1% | -24.7% |
| 3Y | +113.1% | -22.6% | +135.7% | +115.3% |
| 5Y | +85.9% | -41.7% | +127.6% | +95.8% |
| All | +403.0% | -7.8% | +410.8% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling