+153.1%
EXPE vs SAN
+338.5%
-185.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.6% |
| 7D | -9.8% | +3.3% | -13.1% | -11.4% |
| 30D | -11.5% | +1.1% | -12.6% | -12.0% |
| 3M | +21.7% | +22.2% | -0.5% | +8.5% |
| 6M | +10.4% | +36.0% | -25.6% | -8.0% |
| YTD | -2.5% | +28.2% | -30.8% | -16.7% |
| 1Y | +27.3% | +54.1% | -26.8% | -1.8% |
| 3Y | +153.5% | +354.2% | -200.7% | +1.6% |
| 5Y | +91.1% | +387.3% | -296.2% | -29.5% |
| 10Y | +153.1% | +334.8% | -181.7% | -14.4% |
| All | +153.1% | +338.5% | -185.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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