-74.2%
OPEN vs SITM
+1,277.1%
-1,351.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -2.7% |
| 7D | -11.4% | +3.9% | -15.3% | -13.0% |
| 30D | -20.1% | -6.6% | -13.5% | -18.6% |
| 3M | -37.6% | -11.9% | -25.7% | -37.9% |
| 6M | -47.1% | +81.1% | -128.2% | -64.3% |
| YTD | -52.1% | +80.0% | -132.1% | -69.0% |
| 1Y | -73.5% | +145.8% | -219.3% | -86.3% |
| 3Y | -24.4% | +475.9% | -500.3% | -79.7% |
| 5Y | -85.1% | +189.2% | -274.3% | -94.7% |
| All | -74.2% | +1,277.1% | -1,351.3% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling