+100.0%
AXP vs SN
+490.7%
-390.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.1% | -9.3% | +7.2% | 0.0% |
| 30D | -6.5% | -4.8% | -1.7% | -5.6% |
| 3M | +4.6% | +40.4% | -35.8% | -3.8% |
| 6M | +5.4% | +50.9% | -45.5% | -5.1% |
| YTD | -11.1% | +54.9% | -66.1% | -20.6% |
| 1Y | -0.3% | +43.0% | -43.3% | -9.7% |
| 3Y | +111.6% | +391.8% | -280.3% | +64.4% |
| All | +100.0% | +490.7% | -390.7% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling