+492.7%
SPCX vs AXP
+41.1%
+451.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +3.8% |
| 7D | +13.2% | -2.1% | +15.3% | +18.7% |
| 30D | -10.6% | +2.7% | -13.3% | -17.7% |
| 3M | -4.2% | -7.3% | +3.0% | +10.4% |
| 6M | +536.7% | +4.6% | +532.0% | +496.5% |
| YTD | +542.4% | -13.1% | +555.4% | +501.5% |
| 1Y | +446.0% | -13.7% | +459.7% | +411.3% |
| All | +492.7% | +41.1% | +451.6% | +453.8% |
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