+2,542.1%
SAP vs EXPD
+15,002.1%
-12,460.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +5.9% | +3.0% |
| 7D | +4.0% | -4.8% | +8.8% | +5.7% |
| 30D | +15.7% | -1.5% | +17.2% | +16.1% |
| 3M | +23.4% | +4.1% | +19.3% | +21.2% |
| 6M | +41.3% | +24.0% | +17.3% | +30.1% |
| YTD | +2.0% | +27.4% | -25.4% | -8.1% |
| 1Y | -5.1% | +38.4% | -43.5% | -17.1% |
| 3Y | +82.1% | +73.2% | +9.0% | +43.9% |
| 5Y | +77.2% | +59.9% | +17.3% | +42.3% |
| 10Y | +233.6% | +319.9% | -86.3% | +87.2% |
| All | +2,542.1% | +15,002.1% | -12,460.0% | +423.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling