+9.9%
SNXX vs AXP
-10.9%
+20.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.8% | -12.4% | -11.8% |
| 7D | +8.5% | -0.1% | +8.6% | +8.6% |
| 30D | -66.5% | +4.4% | -71.0% | -66.3% |
| 3M | -74.6% | -6.4% | -68.2% | -73.8% |
| 6M | -82.8% | +4.2% | -86.9% | -82.9% |
| All | +9.9% | -10.9% | +20.8% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling