+117.0%
AXP vs SN
+397.9%
-280.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.0% |
| 7D | +0.6% | +7.2% | -6.6% | -1.3% |
| 30D | +5.8% | +20.4% | -14.6% | +0.4% |
| 3M | -6.0% | +23.9% | -29.9% | -11.8% |
| 6M | +0.3% | +93.0% | -92.7% | -17.6% |
| YTD | -12.3% | +99.2% | -111.5% | -29.1% |
| 1Y | -11.2% | +142.6% | -153.8% | -32.6% |
| 3Y | +117.0% | +398.8% | -281.8% | +34.9% |
| All | +117.0% | +397.9% | -280.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling