+10,327.0%
AXP vs SNPS
+5,427.6%
+4,899.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.2% |
| 7D | -2.1% | -11.0% | +8.9% | +0.7% |
| 30D | -6.5% | -1.7% | -4.8% | -6.5% |
| 3M | +4.6% | -20.4% | +25.0% | +10.0% |
| 6M | +5.4% | -8.6% | +14.0% | +6.4% |
| YTD | -11.1% | -16.2% | +5.0% | -8.7% |
| 1Y | -0.3% | -34.6% | +34.3% | +5.3% |
| 3Y | +111.6% | -14.5% | +126.0% | +104.4% |
| 5Y | +117.6% | +17.0% | +100.6% | +91.0% |
| 10Y | +474.1% | +560.0% | -85.9% | +228.8% |
| All | +10,327.0% | +5,427.6% | +4,899.4% | +3,970.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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