-82.3%
OPEN vs SFM
-37.1%
-45.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -21.7% | -10.2% | -11.4% | -21.5% |
| 30D | -36.5% | -23.9% | -12.6% | -36.6% |
| 3M | -59.5% | -42.3% | -17.3% | -60.9% |
| 6M | -71.9% | -40.1% | -31.7% | -72.5% |
| YTD | -75.8% | -37.8% | -38.0% | -76.1% |
| All | -82.3% | -37.1% | -45.2% | -82.5% |
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