+468.7%
SPCX vs AXP
+42.4%
+426.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +4.1% |
| 7D | -0.3% | +0.6% | -0.9% | +0.7% |
| 30D | -19.9% | +5.8% | -25.7% | -3.4% |
| 3M | +16.8% | -6.0% | +22.9% | -14.3% |
| 6M | +421.0% | -11.3% | +432.2% | +302.6% |
| YTD | +421.0% | -11.3% | +432.2% | +302.6% |
| 1Y | +421.0% | -11.3% | +432.2% | +302.6% |
| All | +468.7% | +42.4% | +426.3% | +338.3% |
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