+34.6%
SNXX vs AXP
-10.3%
+44.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | -0.1% | +27.2% | +27.1% |
| 7D | -19.2% | -2.9% | -16.4% | -18.6% |
| 30D | -63.6% | +3.7% | -67.3% | -63.3% |
| 3M | -55.9% | -4.9% | -51.0% | -54.8% |
| 6M | -81.7% | +4.1% | -85.7% | -81.8% |
| All | +34.6% | -10.3% | +44.9% | +10.6% |
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