-82.3%
OPEN vs SAN
+21.7%
-104.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -2.6% |
| 7D | -21.7% | +8.7% | -30.4% | -24.7% |
| 30D | -36.5% | -6.5% | -30.0% | -34.7% |
| 3M | -59.5% | -14.2% | -45.4% | -56.8% |
| 6M | -71.9% | +2.7% | -74.6% | -72.0% |
| YTD | -75.8% | +8.9% | -84.7% | -78.8% |
| All | -82.3% | +21.7% | -104.0% | -86.5% |
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