-86.9%
OPEN vs SFM
+113.3%
-200.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -21.7% | -10.2% | -11.4% | -20.5% |
| 30D | -36.5% | -23.9% | -12.6% | -34.6% |
| 3M | -59.5% | -42.3% | -17.3% | -57.2% |
| 6M | -71.9% | -40.1% | -31.7% | -70.5% |
| YTD | -75.8% | -37.8% | -38.0% | -74.9% |
| 1Y | -78.5% | -37.1% | -41.4% | -77.7% |
| 3Y | -30.2% | +21.5% | -51.7% | -34.2% |
| 5Y | -93.3% | +103.8% | -197.1% | -93.4% |
| All | -86.9% | +113.3% | -200.3% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling