+730.7%
EXPE vs SAN
+215.7%
+515.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -3.8% |
| 7D | -9.3% | +4.9% | -14.2% | -11.2% |
| 30D | +0.1% | -13.0% | +13.1% | +7.0% |
| 3M | -15.3% | -18.9% | +3.6% | -6.6% |
| 6M | +5.5% | -4.1% | +9.6% | +6.6% |
| YTD | -8.0% | +2.6% | -10.5% | -10.9% |
| 1Y | +18.9% | +16.9% | +1.9% | +8.2% |
| 3Y | +135.5% | +239.1% | -103.5% | +23.2% |
| 5Y | +44.3% | +266.8% | -222.6% | -29.1% |
| 10Y | +117.7% | +246.0% | -128.3% | +2.3% |
| All | +730.7% | +215.7% | +515.0% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling