-4.1%
SAP vs OPEN
-79.4%
+75.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +1.6% | -21.7% | +23.3% | +4.1% |
| 30D | +10.5% | -36.5% | +47.0% | +15.5% |
| 3M | +15.2% | -59.5% | +74.7% | +26.3% |
| 6M | +36.7% | -71.9% | +108.5% | +55.1% |
| YTD | -0.6% | -75.8% | +75.3% | +12.8% |
| All | -4.1% | -79.4% | +75.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling