+395.8%
SAN vs XPO
+10,052.8%
-9,656.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +10.8% | -1.5% | +12.3% | +11.0% |
| 30D | -5.7% | +2.6% | -8.3% | -6.2% |
| 3M | -13.4% | -6.1% | -7.3% | -12.7% |
| 6M | +3.5% | -8.0% | +11.5% | +4.5% |
| YTD | +9.7% | +38.5% | -28.7% | +3.4% |
| 1Y | +20.9% | +35.0% | -14.1% | +14.2% |
| 3Y | +254.3% | +126.5% | +127.8% | +199.3% |
| 5Y | +304.2% | +315.4% | -11.2% | +202.7% |
| 10Y | +260.2% | +1,272.1% | -1,011.9% | +128.2% |
| All | +395.8% | +10,052.8% | -9,656.9% | +165.4% |
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 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