-84.0%
OPEN vs SGI
+60.4%
-144.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -4.3% | +8.5% | -12.8% | -11.8% |
| 30D | -16.2% | +0.7% | -16.9% | -16.8% |
| 3M | -36.4% | +0.6% | -37.0% | -37.0% |
| 6M | -35.5% | -17.9% | -17.5% | -24.2% |
| YTD | -46.0% | -21.2% | -24.8% | -33.8% |
| 1Y | -47.1% | -18.9% | -28.3% | -38.8% |
| 3Y | -19.0% | +52.6% | -71.7% | -50.5% |
| All | -84.0% | +60.4% | -144.4% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling