-70.8%
OPEN vs SGI
+295.5%
-366.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -4.3% | +8.5% | -12.8% | -11.1% |
| 30D | -16.2% | +0.7% | -16.9% | -16.7% |
| 3M | -36.4% | +0.6% | -37.0% | -36.8% |
| 6M | -35.5% | -17.9% | -17.5% | -25.2% |
| YTD | -46.0% | -21.2% | -24.8% | -34.8% |
| 1Y | -47.1% | -18.9% | -28.3% | -39.3% |
| 3Y | -19.0% | +52.6% | -71.7% | -46.2% |
| 5Y | -83.6% | +60.7% | -144.3% | -90.7% |
| All | -70.8% | +295.5% | -366.3% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling