+335.5%
SAN vs XPO
+1,517.7%
-1,182.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -0.5% | -10.4% | +9.8% | +2.6% |
| 3M | +22.7% | -15.7% | +38.4% | +28.4% |
| 6M | +28.8% | -6.3% | +35.1% | +30.4% |
| YTD | +26.3% | +34.2% | -7.9% | +13.9% |
| 1Y | +48.8% | +39.9% | +8.9% | +31.3% |
| 3Y | +347.2% | +155.2% | +192.0% | +201.8% |
| 5Y | +383.8% | +264.7% | +119.1% | +171.5% |
| All | +335.5% | +1,517.7% | -1,182.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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