+95.6%
AXP vs SUI
-25.7%
+121.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +0.4% | +8.8% | -8.4% | -2.7% |
| 30D | +7.0% | +8.9% | -1.9% | +3.5% |
| 3M | -6.6% | +2.0% | -8.6% | -7.5% |
| 6M | +3.5% | -0.6% | +4.1% | +3.1% |
| YTD | -11.2% | +1.3% | -12.5% | -12.4% |
| 1Y | -10.2% | +1.3% | -11.4% | -11.4% |
| 3Y | +120.0% | +16.3% | +103.8% | +99.5% |
| 5Y | +95.6% | -25.1% | +120.6% | +117.9% |
| All | +95.6% | -25.7% | +121.2% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling