-87.0%
OPEN vs SIMO
+312.5%
-399.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +4.2% | -25.9% | -23.1% |
| 7D | -22.2% | -22.0% | -0.2% | -16.8% |
| 30D | -38.3% | -43.0% | +4.7% | -27.4% |
| 3M | -59.4% | -39.1% | -20.2% | -54.5% |
| 6M | -74.4% | -33.3% | -41.1% | -73.7% |
| YTD | -76.0% | +77.0% | -153.0% | -85.7% |
| 1Y | -78.7% | +73.0% | -151.7% | -87.2% |
| 3Y | -30.0% | +215.7% | -245.7% | -69.6% |
| 5Y | -93.7% | +155.6% | -249.4% | -97.1% |
| All | -87.0% | +312.5% | -399.6% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling