-93.3%
OPEN vs SBAC
-40.7%
-52.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | -21.7% | +3.0% | -24.6% | -22.9% |
| 30D | -36.5% | +4.3% | -40.8% | -38.3% |
| 3M | -59.5% | +4.1% | -63.7% | -61.0% |
| 6M | -71.9% | -11.6% | -60.2% | -69.2% |
| YTD | -75.8% | +0.4% | -76.2% | -77.7% |
| 1Y | -78.5% | -1.1% | -77.4% | -79.8% |
| 3Y | -30.2% | -7.3% | -22.9% | -32.8% |
| 5Y | -93.3% | -40.8% | -52.5% | -88.4% |
| All | -93.3% | -40.7% | -52.6% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling