-83.6%
OPEN vs SFM
+219.5%
-303.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -1.6% |
| 7D | +1.0% | -5.8% | +6.8% | +1.8% |
| 30D | -11.9% | -11.4% | -0.6% | -10.6% |
| 3M | -28.8% | -12.2% | -16.6% | -27.8% |
| 6M | -38.6% | -5.2% | -33.4% | -38.9% |
| YTD | -47.3% | -4.5% | -42.9% | -47.8% |
| 1Y | -49.2% | -45.4% | -3.8% | -43.9% |
| 3Y | -18.8% | +91.1% | -109.9% | -33.7% |
| 5Y | -83.6% | +226.8% | -310.4% | -84.9% |
| All | -83.6% | +219.5% | -303.1% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling