+465.4%
AXP vs SPXS
-99.5%
+565.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.5% | +0.8% | -7.4% | -6.1% |
| 3M | +4.6% | -4.7% | +9.4% | +3.5% |
| 6M | +5.4% | -29.6% | +35.1% | -7.3% |
| YTD | -11.1% | -29.8% | +18.7% | -21.4% |
| 1Y | -0.3% | -38.9% | +38.6% | -16.1% |
| 3Y | +111.6% | -79.6% | +191.2% | +28.2% |
| 5Y | +117.6% | -85.9% | +203.5% | +37.7% |
| All | +465.4% | -99.5% | +565.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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