+2,171.4%
AXP vs SPXS
-100.0%
+2,271.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | +0.2% |
| 7D | -0.6% | +0.4% | -1.1% | +0.1% |
| 30D | +5.0% | +10.8% | -5.9% | +10.7% |
| 3M | -4.2% | +9.6% | -13.9% | +0.8% |
| 6M | +2.9% | -4.7% | +7.7% | +2.7% |
| YTD | -11.6% | -24.6% | +13.0% | -19.3% |
| 1Y | -11.1% | -24.6% | +13.5% | -18.4% |
| 3Y | +116.7% | -79.8% | +196.5% | +25.5% |
| 5Y | +89.6% | -83.3% | +172.9% | +24.5% |
| 10Y | +428.4% | -99.5% | +527.9% | +10.6% |
| All | +2,171.4% | -100.0% | +2,271.4% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling