+382.0%
SAN vs XPO
+10,300.9%
-9,918.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.3% |
| 7D | +4.0% | +9.0% | -5.0% | +2.6% |
| 30D | -7.8% | +4.2% | -12.0% | -8.5% |
| 3M | -16.4% | -8.7% | -7.7% | -15.3% |
| 6M | +3.5% | -2.8% | +6.3% | +3.6% |
| YTD | +6.7% | +41.9% | -35.2% | +0.1% |
| 1Y | +14.5% | +42.3% | -27.8% | +7.3% |
| 3Y | +243.5% | +127.3% | +116.3% | +190.1% |
| 5Y | +296.2% | +306.4% | -10.2% | +197.6% |
| 10Y | +268.5% | +1,290.9% | -1,022.4% | +132.7% |
| All | +382.0% | +10,300.9% | -9,918.9% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling