+224.0%
SAP vs EXPD
+329.8%
-105.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +1.5% | -7.4% | +8.9% | +4.4% |
| 30D | +8.8% | -2.1% | +10.9% | +9.5% |
| 3M | +12.1% | +5.7% | +6.4% | +9.2% |
| 6M | +34.6% | +21.4% | +13.2% | +23.7% |
| YTD | -2.1% | +27.6% | -29.7% | -13.2% |
| 1Y | -5.5% | +36.1% | -41.7% | -18.7% |
| 3Y | +67.4% | +69.9% | -2.4% | +26.7% |
| 5Y | +74.6% | +59.7% | +14.9% | +32.9% |
| 10Y | +224.0% | +323.0% | -99.0% | +66.2% |
| All | +224.0% | +329.8% | -105.8% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling