+91.5%
SAP vs OPEN
-87.3%
+178.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.1% |
| 7D | -2.5% | -31.1% | +28.6% | -0.3% |
| 30D | +7.5% | -34.7% | +42.1% | +10.0% |
| 3M | +11.6% | -61.9% | +73.5% | +18.1% |
| 6M | +37.6% | -71.9% | +109.5% | +47.9% |
| YTD | -2.0% | -76.6% | +74.6% | +6.0% |
| 1Y | -6.4% | -83.9% | +77.5% | +3.2% |
| 3Y | +67.7% | -34.4% | +102.1% | +50.0% |
| 5Y | +75.7% | -93.9% | +169.7% | +72.7% |
| All | +91.5% | -87.3% | +178.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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