-71.6%
OPEN vs SAN
+639.3%
-710.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.3% |
| 7D | +1.0% | +3.3% | -2.4% | -0.7% |
| 30D | -11.9% | +1.1% | -13.0% | -12.4% |
| 3M | -28.8% | +22.2% | -51.0% | -35.5% |
| 6M | -38.6% | +36.0% | -74.6% | -47.4% |
| YTD | -47.3% | +28.2% | -75.6% | -54.3% |
| 1Y | -49.2% | +54.1% | -103.3% | -59.7% |
| 3Y | -18.8% | +354.2% | -373.0% | -62.8% |
| 5Y | -83.6% | +387.3% | -470.9% | -93.1% |
| All | -71.6% | +639.3% | -710.9% | -86.4% |
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 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