-71.4%
OPEN vs SNY
+2.7%
-74.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +4.7% | +9.1% | +11.0% |
| 7D | +3.7% | +12.4% | -8.7% | -2.6% |
| 30D | -14.3% | +20.1% | -34.4% | -22.2% |
| 3M | -51.9% | +11.2% | -63.2% | -54.4% |
| 6M | -61.4% | +9.5% | -70.9% | -63.3% |
| YTD | -66.0% | +3.4% | -69.4% | -65.6% |
| 1Y | -71.4% | +2.0% | -73.4% | -70.3% |
| All | -71.4% | +2.7% | -74.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling