+246.9%
SAN vs EXPD
+72.7%
+174.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.5% |
| 7D | +3.5% | -4.8% | +8.3% | +4.5% |
| 30D | -13.2% | -1.5% | -11.7% | -13.0% |
| 3M | -16.9% | +4.1% | -21.1% | -17.9% |
| 6M | +2.3% | +24.0% | -21.7% | -3.2% |
| YTD | +4.9% | +27.4% | -22.5% | -1.9% |
| 1Y | +20.4% | +38.4% | -17.9% | +10.0% |
| All | +246.9% | +72.7% | +174.1% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling