-74.2%
OPEN vs SNY
+6.6%
-80.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -11.4% | -3.3% | -8.1% | -10.2% |
| 30D | -20.1% | -2.2% | -17.9% | -19.3% |
| 3M | -37.6% | -3.0% | -34.5% | -36.8% |
| 6M | -47.1% | +2.7% | -49.8% | -47.8% |
| YTD | -52.1% | -6.8% | -45.3% | -50.9% |
| 1Y | -73.5% | -5.3% | -68.2% | -73.0% |
| 3Y | -24.4% | -9.8% | -14.6% | -22.8% |
| 5Y | -85.1% | +9.7% | -94.8% | -86.0% |
| All | -74.2% | +6.6% | -80.8% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling