-71.4%
OPEN vs SAN
+23.5%
-94.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +6.4% | +7.4% | +10.2% |
| 7D | +3.7% | +4.5% | -0.9% | +1.4% |
| 30D | -14.3% | -12.1% | -2.2% | -8.8% |
| 3M | -51.9% | -15.6% | -36.4% | -47.9% |
| 6M | -61.4% | +5.8% | -67.2% | -62.0% |
| YTD | -66.0% | +5.5% | -71.5% | -70.9% |
| 1Y | -71.4% | +23.6% | -95.0% | -82.4% |
| All | -71.4% | +23.5% | -94.8% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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