+66.7%
SNXX vs AXP
-7.6%
+74.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.9% | -15.7% |
| 7D | -47.8% | +4.6% | -52.4% | -47.8% |
| 30D | -66.0% | +9.7% | -75.8% | -66.1% |
| 3M | -57.5% | -3.8% | -53.7% | -56.4% |
| 6M | -66.7% | +4.8% | -71.5% | -66.8% |
| All | +66.7% | -7.6% | +74.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling