+407.0%
AXP vs STT
+198.3%
+208.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.1% | +4.8% | -4.9% | -3.1% |
| 30D | +4.4% | +3.9% | +0.5% | +1.8% |
| 3M | -6.4% | -8.2% | +1.7% | -1.4% |
| 6M | +4.2% | +15.6% | -11.5% | -6.0% |
| YTD | -12.4% | +37.6% | -50.0% | -29.9% |
| 1Y | -11.1% | +50.1% | -61.2% | -32.8% |
| 3Y | +114.9% | +183.1% | -68.2% | +6.8% |
| 5Y | +87.4% | +104.8% | -17.4% | +10.1% |
| All | +407.0% | +198.3% | +208.8% | +110.6% |
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