+267.7%
SAN vs EXPD
+335.0%
-67.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +4.0% | +5.5% | -1.5% | +1.5% |
| 30D | -7.8% | -0.8% | -7.0% | -7.7% |
| 3M | -16.4% | +4.1% | -20.5% | -18.2% |
| 6M | +3.5% | +25.7% | -22.1% | -7.6% |
| YTD | +6.7% | +31.4% | -24.7% | -8.2% |
| 1Y | +14.5% | +42.2% | -27.7% | -5.4% |
| 3Y | +243.5% | +77.2% | +166.3% | +145.1% |
| 5Y | +296.2% | +61.0% | +235.2% | +191.2% |
| All | +267.7% | +335.0% | -67.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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