-88.6%
OPEN vs SGI
+243.1%
-331.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.0% | -6.5% | -6.8% |
| 7D | -31.0% | -10.7% | -20.3% | -22.6% |
| 30D | -41.5% | -3.6% | -37.9% | -38.1% |
| 3M | -64.6% | -5.4% | -59.2% | -61.9% |
| 6M | -73.8% | -7.0% | -66.7% | -71.5% |
| YTD | -78.8% | -31.6% | -47.2% | -70.3% |
| 1Y | -86.8% | -33.5% | -53.3% | -81.1% |
| 3Y | -40.6% | +66.5% | -107.1% | -61.9% |
| 5Y | -94.7% | +42.2% | -136.8% | -96.5% |
| All | -88.6% | +243.1% | -331.7% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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