-70.8%
OPEN vs SBAC
-30.3%
-40.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.5% |
| 7D | -4.3% | -0.8% | -3.5% | -3.7% |
| 30D | -16.2% | +6.9% | -23.1% | -20.9% |
| 3M | -36.4% | -8.2% | -28.1% | -32.8% |
| 6M | -35.5% | -1.6% | -33.8% | -38.0% |
| YTD | -46.0% | -0.1% | -45.9% | -49.6% |
| 1Y | -47.1% | -0.5% | -46.7% | -50.1% |
| 3Y | -19.0% | -9.1% | -10.0% | -19.2% |
| 5Y | -83.6% | -43.8% | -39.8% | -73.7% |
| All | -70.8% | -30.3% | -40.6% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling