-38.4%
OPEN vs SN
+490.7%
-529.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | -4.3% | -9.3% | +5.1% | -0.7% |
| 30D | -16.2% | -4.8% | -11.4% | -14.7% |
| 3M | -36.4% | +40.4% | -76.8% | -44.8% |
| 6M | -35.5% | +50.9% | -86.4% | -45.9% |
| YTD | -46.0% | +54.9% | -100.9% | -55.3% |
| 1Y | -47.1% | +43.0% | -90.2% | -55.2% |
| 3Y | -19.0% | +391.8% | -410.9% | -56.6% |
| All | -38.4% | +490.7% | -529.0% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling