-72.4%
OPEN vs SN
+681.9%
-754.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.4% |
| 7D | -21.7% | +7.6% | -29.3% | -24.0% |
| 30D | -36.5% | +24.1% | -60.6% | -41.6% |
| 3M | -59.5% | +23.7% | -83.3% | -62.9% |
| 6M | -71.9% | +105.5% | -177.4% | -79.0% |
| YTD | -75.8% | +105.1% | -180.9% | -82.1% |
| 1Y | -78.5% | +148.3% | -226.8% | -85.3% |
| 3Y | -30.2% | +438.7% | -468.9% | -65.9% |
| All | -72.4% | +681.9% | -754.3% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling