-6.4%
SAP vs EXPD
+35.2%
-41.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -4.0% |
| 7D | -0.7% | -7.2% | +6.5% | -0.3% |
| 30D | +11.1% | -3.3% | +14.4% | +11.1% |
| 3M | +17.0% | +3.4% | +13.7% | +16.3% |
| 6M | +34.8% | +22.7% | +12.1% | +31.8% |
| YTD | -2.2% | +24.5% | -26.8% | -5.7% |
| 1Y | -6.4% | +38.6% | -45.1% | -9.8% |
| All | -6.4% | +35.2% | -41.6% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling