-84.2%
OPEN vs SITM
+164.5%
-248.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | -2.9% | +3.7% | -6.6% | -4.5% |
| 30D | -13.8% | -14.5% | +0.7% | -8.6% |
| 3M | -30.9% | -10.6% | -20.3% | -31.9% |
| 6M | -40.9% | +65.5% | -106.5% | -59.7% |
| YTD | -48.5% | +67.0% | -115.6% | -66.7% |
| 1Y | -50.9% | +138.6% | -189.5% | -75.6% |
| 3Y | -20.6% | +421.8% | -442.5% | -81.2% |
| 5Y | -84.2% | +172.4% | -256.6% | -95.0% |
| All | -84.2% | +164.5% | -248.7% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling