+455.5%
AXP vs STRL
+3,456.6%
-3,001.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.9% | +11.6% | +0.4% |
| 7D | +0.4% | -34.6% | +35.0% | +7.9% |
| 30D | +7.0% | -56.7% | +63.7% | +24.4% |
| 3M | -6.6% | -54.4% | +47.8% | +6.7% |
| 6M | +3.5% | -69.7% | +73.1% | +25.1% |
| YTD | -11.2% | -20.2% | +9.0% | -18.7% |
| 1Y | -10.2% | -40.6% | +30.4% | -12.1% |
| 3Y | +120.0% | +221.7% | -101.6% | +26.9% |
| 5Y | +95.6% | +799.0% | -703.4% | -19.2% |
| All | +455.5% | +3,456.6% | -3,001.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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