-87.0%
OPEN vs SAN
+491.3%
-578.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.2% | -19.5% | -20.6% |
| 7D | -22.2% | +4.9% | -27.1% | -23.7% |
| 30D | -38.3% | -13.0% | -25.3% | -33.6% |
| 3M | -59.4% | -18.9% | -40.5% | -54.8% |
| 6M | -74.4% | -4.1% | -70.2% | -73.7% |
| YTD | -76.0% | +2.6% | -78.6% | -76.6% |
| 1Y | -78.7% | +16.9% | -95.6% | -80.5% |
| 3Y | -30.0% | +239.1% | -269.1% | -63.1% |
| 5Y | -93.7% | +266.8% | -360.6% | -97.0% |
| All | -87.0% | +491.3% | -578.4% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling