+75.1%
SAP vs OPEN
-35.5%
+110.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.8% | +17.6% | -3.2% |
| 7D | -0.7% | -22.2% | +21.6% | +0.2% |
| 30D | +11.1% | -38.3% | +49.4% | +13.0% |
| 3M | +17.0% | -59.4% | +76.4% | +20.8% |
| 6M | +34.8% | -74.4% | +109.2% | +41.3% |
| YTD | -2.2% | -76.0% | +73.8% | +2.3% |
| 1Y | -6.4% | -78.7% | +72.2% | -1.9% |
| 3Y | +75.1% | -30.0% | +105.1% | +66.6% |
| All | +75.1% | -35.5% | +110.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling