-71.6%
OPEN vs SGI
+293.7%
-365.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | +1.0% | +9.3% | -8.3% | -6.9% |
| 30D | -11.9% | +6.9% | -18.8% | -17.0% |
| 3M | -28.8% | +2.8% | -31.6% | -30.8% |
| 6M | -38.6% | -12.6% | -26.0% | -32.6% |
| YTD | -47.3% | -21.5% | -25.8% | -36.2% |
| 1Y | -49.2% | -18.8% | -30.4% | -41.7% |
| 3Y | -18.8% | +60.8% | -79.6% | -48.4% |
| 5Y | -83.6% | +60.0% | -143.6% | -90.7% |
| All | -71.6% | +293.7% | -365.3% | -89.1% |
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