-30.0%
OPEN vs SAN
+235.5%
-265.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.2% | -19.5% | -20.4% |
| 7D | -22.2% | +4.9% | -27.1% | -23.8% |
| 30D | -38.3% | -13.0% | -25.3% | -32.9% |
| 3M | -59.4% | -18.9% | -40.5% | -54.1% |
| 6M | -74.4% | -4.1% | -70.2% | -73.6% |
| YTD | -76.0% | +2.6% | -78.6% | -76.9% |
| 1Y | -78.7% | +16.9% | -95.6% | -81.0% |
| 3Y | -30.0% | +239.1% | -269.1% | -71.4% |
| All | -30.0% | +235.5% | -265.5% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling