+260.2%
SAN vs EXPD
+329.8%
-69.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +10.8% | -7.4% | +18.2% | +14.6% |
| 30D | -5.7% | -2.1% | -3.6% | -5.0% |
| 3M | -13.4% | +5.7% | -19.1% | -15.9% |
| 6M | +3.5% | +21.4% | -17.8% | -6.1% |
| YTD | +9.7% | +27.6% | -17.9% | -4.2% |
| 1Y | +20.9% | +36.1% | -15.3% | +2.0% |
| 3Y | +254.3% | +69.9% | +184.4% | +158.2% |
| 5Y | +304.2% | +59.7% | +244.5% | +197.2% |
| 10Y | +260.2% | +323.0% | -62.8% | +41.8% |
| All | +260.2% | +329.8% | -69.6% | +41.8% |
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