-86.8%
OPEN vs SAN
+13.0%
-99.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -8.1% |
| 7D | -31.0% | +1.0% | -32.0% | -31.1% |
| 30D | -41.5% | -9.4% | -32.1% | -39.0% |
| 3M | -64.6% | -17.1% | -47.5% | -61.7% |
| 6M | -73.8% | +2.2% | -75.9% | -73.6% |
| YTD | -78.8% | +6.0% | -84.8% | -80.8% |
| 1Y | -86.8% | +12.7% | -99.5% | -88.7% |
| All | -86.8% | +13.0% | -99.8% | -88.7% |
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