-41.4%
OPEN vs SITM
+318.4%
-359.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -2.4% |
| 7D | -15.0% | +6.6% | -21.6% | -16.3% |
| 30D | -40.2% | -15.3% | -24.9% | -38.9% |
| 3M | -67.4% | -35.4% | -32.0% | -64.6% |
| 6M | -74.0% | -46.8% | -27.2% | -71.1% |
| YTD | -79.6% | +25.9% | -105.5% | -83.5% |
| 1Y | -86.1% | +54.0% | -140.1% | -89.6% |
| 3Y | -41.4% | +315.6% | -357.0% | -76.7% |
| All | -41.4% | +318.4% | -359.7% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling