-18.7%
OPEN vs SITM
+412.8%
-431.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -2.9% | +3.7% | -6.6% | -4.0% |
| 30D | -13.8% | -14.5% | +0.7% | -10.4% |
| 3M | -30.9% | -10.6% | -20.3% | -31.1% |
| 6M | -40.9% | +65.5% | -106.5% | -54.0% |
| YTD | -48.5% | +67.0% | -115.6% | -61.4% |
| 1Y | -50.9% | +138.6% | -189.5% | -69.6% |
| All | -18.7% | +412.8% | -431.5% | -73.3% |
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