-89.0%
OPEN vs SAN
+515.0%
-604.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | -15.0% | +4.0% | -19.0% | -16.8% |
| 30D | -40.2% | -7.8% | -32.4% | -37.5% |
| 3M | -67.4% | -16.4% | -51.0% | -64.3% |
| 6M | -74.0% | +3.5% | -77.5% | -74.4% |
| YTD | -79.6% | +6.7% | -86.3% | -80.5% |
| 1Y | -86.1% | +14.5% | -100.6% | -87.2% |
| 3Y | -41.4% | +243.5% | -284.9% | -69.4% |
| 5Y | -94.9% | +296.2% | -391.1% | -97.6% |
| All | -89.0% | +515.0% | -604.0% | -94.2% |
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