-47.1%
OPEN vs SM
+36.8%
-83.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.3% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | -16.2% | +25.6% | -41.8% | -14.3% |
| 3M | -36.4% | +8.0% | -44.4% | -34.8% |
| 6M | -35.5% | +50.8% | -86.2% | -34.3% |
| YTD | -46.0% | +97.9% | -143.9% | -44.8% |
| 1Y | -47.1% | +33.8% | -81.0% | -44.3% |
| All | -47.1% | +36.8% | -83.9% | -44.3% |
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