+1.3%
AXP vs SITM
+150.1%
-148.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.6% | +8.4% | -7.8% | +0.4% |
| 30D | -4.3% | -17.4% | +13.1% | -3.9% |
| 3M | +4.7% | -9.8% | +14.5% | +4.5% |
| 6M | +9.0% | +83.0% | -74.0% | +2.0% |
| YTD | -11.1% | +69.6% | -80.7% | -16.7% |
| 1Y | +1.3% | +144.9% | -143.6% | -7.3% |
| All | +1.3% | +150.1% | -148.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling