-71.4%
OPEN vs SM
+70.4%
-141.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -15.3% | +29.1% | +10.3% |
| 7D | +3.7% | -21.5% | +25.2% | -0.7% |
| 30D | -14.3% | -11.4% | -2.9% | -16.2% |
| 3M | -51.9% | +0.6% | -52.6% | -52.2% |
| 6M | -61.4% | +0.2% | -61.7% | -60.9% |
| YTD | -66.0% | +69.7% | -135.7% | -64.5% |
| 1Y | -71.4% | +71.6% | -143.0% | -69.4% |
| All | -71.4% | +70.4% | -141.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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