+94.2%
SAP vs OPEN
-86.9%
+181.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +1.6% | -21.7% | +23.3% | +3.0% |
| 30D | +10.5% | -36.5% | +47.0% | +13.4% |
| 3M | +15.2% | -59.5% | +74.7% | +21.4% |
| 6M | +36.7% | -71.9% | +108.5% | +46.9% |
| YTD | -0.6% | -75.8% | +75.3% | +7.3% |
| 1Y | -4.1% | -78.5% | +74.4% | +3.7% |
| 3Y | +73.2% | -30.2% | +103.4% | +54.2% |
| 5Y | +74.1% | -93.3% | +167.4% | +69.9% |
| All | +94.2% | -86.9% | +181.1% | +73.8% |
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