-52.2%
OPEN vs SITM
+140.9%
-193.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -6.9% |
| 7D | -10.5% | +4.8% | -15.4% | -11.0% |
| 30D | -21.8% | -9.7% | -12.1% | -21.2% |
| 3M | -37.5% | -9.3% | -28.2% | -37.6% |
| 6M | -44.1% | +69.5% | -113.6% | -49.3% |
| YTD | -52.0% | +70.5% | -122.5% | -56.9% |
| 1Y | -52.2% | +145.3% | -197.5% | -59.5% |
| All | -52.2% | +140.9% | -193.1% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling