+259.6%
SAN vs EXPD
+334.2%
-74.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.7% | +3.4% | +4.9% |
| 7D | +8.7% | -5.5% | +14.2% | +11.4% |
| 30D | -6.5% | -1.9% | -4.6% | -5.8% |
| 3M | -14.2% | +6.1% | -20.3% | -16.8% |
| 6M | +2.7% | +21.6% | -18.9% | -6.9% |
| YTD | +8.9% | +27.9% | -19.0% | -5.1% |
| 1Y | +23.4% | +39.4% | -16.0% | +2.9% |
| 3Y | +257.9% | +72.7% | +185.3% | +158.6% |
| 5Y | +297.8% | +60.3% | +237.4% | +191.8% |
| 10Y | +259.6% | +332.6% | -73.0% | +38.0% |
| All | +259.6% | +334.2% | -74.6% | +38.0% |
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