-30.0%
OPEN vs SIMO
+214.6%
-244.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +4.2% | -25.9% | -22.7% |
| 7D | -22.2% | -22.0% | -0.2% | -18.3% |
| 30D | -38.3% | -43.0% | +4.7% | -30.4% |
| 3M | -59.4% | -39.1% | -20.2% | -55.7% |
| 6M | -74.4% | -33.3% | -41.1% | -73.9% |
| YTD | -76.0% | +77.0% | -153.0% | -85.3% |
| 1Y | -78.7% | +73.0% | -151.7% | -86.8% |
| 3Y | -30.0% | +215.7% | -245.7% | -72.5% |
| All | -30.0% | +214.6% | -244.6% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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