-86.9%
OPEN vs SBAC
-29.9%
-57.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | -21.7% | +3.0% | -24.6% | -22.8% |
| 30D | -36.5% | +4.3% | -40.8% | -38.2% |
| 3M | -59.5% | +4.1% | -63.7% | -60.9% |
| 6M | -71.9% | -11.6% | -60.2% | -69.4% |
| YTD | -75.8% | +0.4% | -76.2% | -77.5% |
| 1Y | -78.5% | -1.1% | -77.4% | -79.7% |
| 3Y | -30.2% | -7.3% | -22.9% | -31.7% |
| 5Y | -93.3% | -40.8% | -52.5% | -89.5% |
| All | -86.9% | -29.9% | -57.0% | -81.0% |
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