+73.0%
SAP vs OPEN
-71.4%
+144.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.5% |
| 7D | -0.3% | +1.0% | -1.2% | -0.3% |
| 30D | +2.6% | -11.9% | +14.5% | +3.4% |
| 3M | +16.3% | -28.8% | +45.0% | +18.3% |
| 6M | +6.4% | -38.6% | +45.0% | +9.1% |
| YTD | -11.4% | -47.3% | +35.9% | -8.7% |
| 1Y | -20.4% | -49.2% | +28.8% | -19.8% |
| 3Y | +56.5% | -18.8% | +75.3% | +40.1% |
| 5Y | +56.8% | -83.6% | +140.4% | +44.8% |
| All | +73.0% | -71.4% | +144.5% | +48.0% |
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