+178.2%
SAP vs EXPD
+315.7%
-137.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.4% |
| 30D | +9.0% | +4.1% | +4.9% | +7.2% |
| 3M | +14.9% | +17.9% | -3.0% | +7.2% |
| 6M | +11.9% | +29.2% | -17.3% | +0.2% |
| YTD | -9.9% | +27.4% | -37.3% | -19.8% |
| 1Y | -19.5% | +56.8% | -76.4% | -35.0% |
| 3Y | +61.8% | +68.0% | -6.2% | +23.5% |
| 5Y | +56.2% | +61.9% | -5.7% | +18.2% |
| All | +178.2% | +315.7% | -137.4% | +45.4% |
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