+237.4%
SAN vs EXPD
+304.0%
-66.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.2% |
| 7D | +4.9% | -7.2% | +12.1% | +8.3% |
| 30D | -13.0% | -3.3% | -9.7% | -11.9% |
| 3M | -18.9% | +3.4% | -22.3% | -20.4% |
| 6M | -4.1% | +22.7% | -26.8% | -13.6% |
| YTD | +2.6% | +24.5% | -22.0% | -9.5% |
| 1Y | +16.9% | +38.6% | -21.7% | -2.3% |
| 3Y | +239.1% | +71.5% | +167.6% | +145.2% |
| 5Y | +266.8% | +56.2% | +210.6% | +172.3% |
| All | +237.4% | +304.0% | -66.6% | +45.3% |
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