-30.0%
OPEN vs SGI
+69.1%
-99.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -5.5% | -16.3% | -16.4% |
| 7D | -22.2% | +1.0% | -23.2% | -21.5% |
| 30D | -38.3% | +3.9% | -42.2% | -39.2% |
| 3M | -59.4% | -0.8% | -58.5% | -58.1% |
| 6M | -74.4% | -18.0% | -56.4% | -68.7% |
| YTD | -76.0% | -27.6% | -48.4% | -67.2% |
| 1Y | -78.7% | -27.2% | -51.4% | -71.1% |
| 3Y | -30.0% | +76.0% | -106.0% | -68.2% |
| All | -30.0% | +69.1% | -99.1% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling