+440.3%
AXP vs STT
+211.9%
+228.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -1.0% |
| 7D | -1.1% | +0.9% | -2.0% | -1.8% |
| 30D | +5.2% | -2.3% | +7.6% | +6.7% |
| 3M | -4.6% | -7.0% | +2.4% | -0.3% |
| 6M | +3.2% | +15.5% | -12.3% | -6.8% |
| YTD | -11.3% | +35.6% | -46.9% | -28.4% |
| 1Y | -11.0% | +47.9% | -58.9% | -32.1% |
| 3Y | +120.2% | +181.1% | -60.9% | +9.9% |
| 5Y | +91.7% | +108.2% | -16.5% | +11.3% |
| 10Y | +440.3% | +201.0% | +239.3% | +120.7% |
| All | +440.3% | +211.9% | +228.5% | +120.7% |
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