+117.0%
AXP vs SPXS
-79.2%
+196.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.5% |
| 7D | +0.6% | +7.5% | -6.9% | +3.8% |
| 30D | +5.8% | +17.5% | -11.7% | +13.3% |
| 3M | -6.0% | +14.7% | -20.7% | 0.0% |
| 6M | +0.3% | -0.1% | +0.4% | +1.8% |
| YTD | -12.3% | -19.7% | +7.5% | -17.1% |
| 1Y | -11.2% | -23.6% | +12.4% | -17.5% |
| 3Y | +117.0% | -79.2% | +196.2% | +43.3% |
| All | +117.0% | -79.2% | +196.2% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling