+34.8%
SAP vs OPEN
-73.5%
+108.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.8% | +17.6% | -1.0% |
| 7D | -0.7% | -22.2% | +21.6% | +2.4% |
| 30D | +11.1% | -38.3% | +49.4% | +17.6% |
| 3M | +17.0% | -59.4% | +76.4% | +31.2% |
| 6M | +34.8% | -74.4% | +109.2% | +62.4% |
| All | +34.8% | -73.5% | +108.3% | +62.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling