+82.7%
SAP vs EXPD
+72.7%
+10.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +5.9% | +2.2% |
| 7D | +4.0% | -4.8% | +8.8% | +4.8% |
| 30D | +15.7% | -1.5% | +17.2% | +15.8% |
| 3M | +23.4% | +4.1% | +19.3% | +22.2% |
| 6M | +41.3% | +24.0% | +17.3% | +35.1% |
| YTD | +2.0% | +27.4% | -25.4% | -3.8% |
| 1Y | -5.1% | +38.4% | -43.5% | -12.3% |
| All | +82.7% | +72.7% | +10.0% | +57.7% |
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