-87.0%
OPEN vs SFM
+111.3%
-198.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -4.8% | -16.9% | -21.2% |
| 7D | -22.2% | -1.2% | -21.0% | -21.9% |
| 30D | -38.3% | -24.8% | -13.6% | -36.4% |
| 3M | -59.4% | -43.7% | -15.7% | -56.9% |
| 6M | -74.4% | -37.3% | -37.1% | -73.2% |
| YTD | -76.0% | -38.4% | -37.6% | -75.0% |
| 1Y | -78.7% | -36.9% | -41.7% | -77.9% |
| 3Y | -30.0% | +20.7% | -50.7% | -33.9% |
| 5Y | -93.7% | +103.5% | -197.2% | -93.8% |
| All | -87.0% | +111.3% | -198.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling