+440.3%
AXP vs SPMO
+455.3%
-15.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -2.6% |
| 7D | -1.1% | -1.9% | +0.8% | +0.1% |
| 30D | +5.2% | -14.1% | +19.3% | +18.4% |
| 3M | -4.6% | -13.1% | +8.5% | +5.8% |
| 6M | +3.2% | -9.4% | +12.6% | +7.3% |
| YTD | -11.3% | +9.5% | -20.9% | -23.1% |
| 1Y | -11.0% | +10.5% | -21.5% | -23.5% |
| 3Y | +120.2% | +124.4% | -4.2% | -3.3% |
| 5Y | +91.7% | +110.5% | -18.8% | -10.2% |
| 10Y | +440.3% | +450.3% | -9.9% | +29.5% |
| All | +440.3% | +455.3% | -15.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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