+75.1%
SAP vs EXPD
+68.8%
+6.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.7% |
| 7D | -0.7% | -7.2% | +6.5% | +0.5% |
| 30D | +11.1% | -3.3% | +14.4% | +11.6% |
| 3M | +17.0% | +3.4% | +13.7% | +16.0% |
| 6M | +34.8% | +22.7% | +12.1% | +29.2% |
| YTD | -2.2% | +24.5% | -26.8% | -7.4% |
| 1Y | -6.4% | +38.6% | -45.1% | -13.7% |
| 3Y | +75.1% | +71.5% | +3.6% | +51.8% |
| All | +75.1% | +68.8% | +6.3% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling