-72.2%
OPEN vs SFM
+214.6%
-286.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.7% | -1.9% |
| 7D | -2.9% | -7.2% | +4.3% | -2.2% |
| 30D | -13.8% | -14.3% | +0.5% | -12.5% |
| 3M | -30.9% | -13.7% | -17.2% | -30.0% |
| 6M | -40.9% | -6.0% | -34.9% | -41.1% |
| YTD | -48.5% | -8.2% | -40.3% | -48.7% |
| 1Y | -50.9% | -46.2% | -4.7% | -47.3% |
| 3Y | -20.6% | +83.6% | -104.2% | -28.2% |
| 5Y | -84.2% | +212.7% | -296.9% | -85.0% |
| All | -72.2% | +214.6% | -286.8% | -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 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