+135.5%
EXPE vs SAN
+235.5%
-100.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.0% |
| 7D | -9.3% | +4.9% | -14.2% | -10.7% |
| 30D | +0.1% | -13.0% | +13.1% | +5.3% |
| 3M | -15.3% | -18.9% | +3.6% | -8.6% |
| 6M | +5.5% | -4.1% | +9.6% | +6.2% |
| YTD | -8.0% | +2.6% | -10.5% | -10.0% |
| 1Y | +18.9% | +16.9% | +1.9% | +10.6% |
| 3Y | +135.5% | +239.1% | -103.5% | +75.7% |
| All | +135.5% | +235.5% | -100.0% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling