+501.7%
SPCX vs AXP
+43.8%
+457.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +3.4% |
| 7D | +4.2% | -1.1% | +5.3% | +6.6% |
| 30D | -12.6% | +5.2% | -17.8% | -24.0% |
| 3M | +6.7% | -4.6% | +11.3% | +15.0% |
| 6M | +546.4% | +6.7% | +539.7% | +479.3% |
| YTD | +552.1% | -11.3% | +563.5% | +484.1% |
| 1Y | +453.2% | -11.0% | +464.2% | +395.6% |
| All | +501.7% | +43.8% | +457.9% | +437.8% |
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