+257.9%
SAN vs EXPD
+72.3%
+185.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.7% | +3.4% | +5.5% |
| 7D | +8.7% | -5.5% | +14.2% | +10.0% |
| 30D | -6.5% | -1.9% | -4.6% | -6.2% |
| 3M | -14.2% | +6.1% | -20.3% | -15.5% |
| 6M | +2.7% | +21.6% | -18.9% | -2.3% |
| YTD | +8.9% | +27.9% | -19.0% | +1.7% |
| 1Y | +23.4% | +39.4% | -16.0% | +12.6% |
| 3Y | +257.9% | +72.7% | +185.3% | +194.3% |
| All | +257.9% | +72.3% | +185.7% | +194.3% |
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 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