+21.1%
SGOV vs AXP
+264.0%
-243.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.3% | +4.4% | -4.1% | +0.3% |
| 3M | +1.0% | -6.4% | +7.4% | +1.0% |
| 6M | +1.9% | +4.2% | -2.3% | +1.9% |
| YTD | +3.2% | -12.4% | +15.6% | +3.2% |
| 1Y | +3.8% | -11.1% | +14.9% | +3.8% |
| 3Y | +14.1% | +114.9% | -100.8% | +14.1% |
| 5Y | +21.0% | +87.4% | -66.4% | +21.0% |
| All | +21.1% | +264.0% | -243.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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