+117.0%
AXP vs SITM
+170.8%
-53.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.7% | -2.0% |
| 7D | -2.1% | +9.7% | -11.8% | -3.4% |
| 30D | -6.5% | +12.7% | -19.2% | -8.9% |
| 3M | +4.6% | -13.4% | +18.1% | +4.7% |
| 6M | +5.4% | +59.6% | -54.2% | -5.9% |
| YTD | -11.1% | +73.3% | -84.4% | -22.4% |
| 1Y | -0.3% | +165.5% | -165.9% | -20.2% |
| 3Y | +111.6% | +368.7% | -257.1% | +43.6% |
| All | +117.0% | +170.8% | -53.7% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling