-72.2%
OPEN vs SNY
+6.8%
-79.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -2.9% | -3.6% | +0.7% | -1.5% |
| 30D | -13.8% | -1.4% | -12.3% | -13.2% |
| 3M | -30.9% | -4.2% | -26.7% | -29.8% |
| 6M | -40.9% | +2.0% | -42.9% | -41.6% |
| YTD | -48.5% | -6.7% | -41.9% | -47.3% |
| 1Y | -50.9% | -4.7% | -46.2% | -50.0% |
| 3Y | -20.6% | -8.1% | -12.5% | -19.6% |
| 5Y | -84.2% | +8.2% | -92.4% | -85.1% |
| All | -72.2% | +6.8% | -79.0% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling