+455.5%
AXP vs STT
+203.9%
+251.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | +0.8% |
| 7D | +0.4% | -4.9% | +5.3% | +3.7% |
| 30D | +7.0% | -6.0% | +13.0% | +11.3% |
| 3M | -6.6% | -11.7% | +5.1% | +0.9% |
| 6M | +3.5% | +11.7% | -8.2% | -4.5% |
| YTD | -11.2% | +30.4% | -41.6% | -26.4% |
| 1Y | -10.2% | +43.9% | -54.1% | -30.2% |
| 3Y | +120.0% | +165.4% | -45.4% | +14.0% |
| 5Y | +95.6% | +101.0% | -5.4% | +16.2% |
| All | +455.5% | +203.9% | +251.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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