+97.4%
AXP vs SN
+659.6%
-562.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.8% |
| 7D | +0.6% | +7.2% | -6.6% | -1.0% |
| 30D | +5.8% | +20.4% | -14.6% | +1.4% |
| 3M | -6.0% | +23.9% | -29.9% | -10.8% |
| 6M | +0.3% | +93.0% | -92.7% | -14.5% |
| YTD | -12.3% | +99.2% | -111.5% | -26.1% |
| 1Y | -11.2% | +142.6% | -153.8% | -28.8% |
| 3Y | +117.0% | +398.8% | -281.8% | +59.8% |
| All | +97.4% | +659.6% | -562.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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