+342.6%
SAN vs XPO
+153.8%
+188.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.7% |
| 7D | -0.5% | -0.9% | +0.5% | -0.3% |
| 30D | -0.1% | -8.1% | +8.0% | +1.3% |
| 3M | +19.6% | -19.0% | +38.7% | +23.7% |
| 6M | +32.7% | -5.2% | +37.9% | +33.5% |
| YTD | +26.7% | +35.6% | -8.9% | +20.6% |
| 1Y | +51.6% | +41.1% | +10.5% | +42.9% |
| All | +342.6% | +153.8% | +188.8% | +254.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling