+482.2%
SAN vs XPO
+10,316.6%
-9,834.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.5% |
| 7D | +1.8% | +2.4% | -0.6% | +1.3% |
| 30D | +2.0% | -3.5% | +5.5% | +2.5% |
| 3M | +19.7% | -11.9% | +31.7% | +21.9% |
| 6M | +30.6% | -10.0% | +40.6% | +32.4% |
| YTD | +28.8% | +42.1% | -13.2% | +21.1% |
| 1Y | +57.8% | +47.6% | +10.2% | +46.7% |
| 3Y | +338.1% | +153.6% | +184.5% | +263.3% |
| 5Y | +384.2% | +266.5% | +117.7% | +269.2% |
| 10Y | +353.1% | +1,460.4% | -1,107.3% | +183.2% |
| All | +482.2% | +10,316.6% | -9,834.4% | +210.7% |
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