-86.9%
OPEN vs SAN
+527.6%
-614.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -2.5% |
| 7D | -21.7% | +8.7% | -30.4% | -24.6% |
| 30D | -36.5% | -6.5% | -30.0% | -34.1% |
| 3M | -59.5% | -14.2% | -45.4% | -56.3% |
| 6M | -71.9% | +2.7% | -74.6% | -72.2% |
| YTD | -75.8% | +8.9% | -84.7% | -77.2% |
| 1Y | -78.5% | +23.4% | -101.9% | -80.9% |
| 3Y | -30.2% | +257.9% | -288.1% | -64.3% |
| 5Y | -93.3% | +297.8% | -391.0% | -96.9% |
| All | -86.9% | +527.6% | -614.5% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling