-41.4%
OPEN vs SBAC
-6.5%
-34.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.5% |
| 7D | -15.0% | +0.6% | -15.6% | -15.3% |
| 30D | -40.2% | +5.5% | -45.7% | -41.6% |
| 3M | -67.4% | +3.1% | -70.5% | -67.8% |
| 6M | -74.0% | -7.0% | -67.0% | -73.0% |
| YTD | -79.6% | +0.5% | -80.1% | -80.3% |
| 1Y | -86.1% | +0.2% | -86.3% | -86.6% |
| 3Y | -41.4% | -7.4% | -34.0% | -31.7% |
| All | -41.4% | -6.5% | -34.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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