-89.0%
OPEN vs SITM
+863.0%
-952.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -1.5% |
| 7D | -15.0% | +6.6% | -21.6% | -17.2% |
| 30D | -40.2% | -15.3% | -24.9% | -38.9% |
| 3M | -67.4% | -35.4% | -32.0% | -63.4% |
| 6M | -74.0% | -46.8% | -27.2% | -70.0% |
| YTD | -79.6% | +25.9% | -105.5% | -85.5% |
| 1Y | -86.1% | +54.0% | -140.1% | -91.1% |
| 3Y | -41.4% | +315.6% | -357.0% | -83.1% |
| 5Y | -94.9% | +74.4% | -169.3% | -97.9% |
| All | -89.0% | +863.0% | -952.0% | -96.9% |
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