+378.7%
SAN vs XPO
+262.4%
+116.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.5% |
| 7D | -0.5% | -0.9% | +0.5% | -0.3% |
| 30D | -0.1% | -8.1% | +8.0% | +1.7% |
| 3M | +19.6% | -19.0% | +38.7% | +25.0% |
| 6M | +32.7% | -5.2% | +37.9% | +33.7% |
| YTD | +26.7% | +35.6% | -8.9% | +17.2% |
| 1Y | +51.6% | +41.1% | +10.5% | +38.1% |
| 3Y | +348.7% | +157.9% | +190.8% | +228.1% |
| 5Y | +378.7% | +265.6% | +113.1% | +202.0% |
| All | +378.7% | +262.4% | +116.3% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling