-47.1%
OPEN vs SFM
-41.4%
-5.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.2% | +0.7% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -16.2% | -4.4% | -11.9% | -16.3% |
| 3M | -36.4% | +1.5% | -37.9% | -36.3% |
| 6M | -35.5% | +6.5% | -41.9% | -35.7% |
| YTD | -46.0% | +2.2% | -48.1% | -45.6% |
| 1Y | -47.1% | -41.9% | -5.3% | +73.8% |
| All | -47.1% | -41.4% | -5.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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