+99.9%
AXP vs SN
+639.7%
-539.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +0.4% | +3.8% | -3.4% | -0.5% |
| 30D | +7.0% | +17.5% | -10.5% | +3.1% |
| 3M | -6.6% | +19.2% | -25.8% | -10.5% |
| 6M | +3.5% | +84.9% | -81.5% | -10.9% |
| YTD | -11.2% | +94.0% | -105.2% | -24.8% |
| 1Y | -10.2% | +151.3% | -161.5% | -28.5% |
| 3Y | +120.0% | +387.1% | -267.0% | +63.0% |
| All | +99.9% | +639.7% | -539.9% | +47.3% |
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