-87.9%
OPEN vs SM
+677.9%
-765.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.5% | -7.3% |
| 7D | -24.7% | -19.5% | -5.2% | -22.3% |
| 30D | -41.0% | -20.2% | -20.8% | -39.2% |
| 3M | -62.4% | -6.5% | -55.9% | -62.6% |
| 6M | -73.9% | +1.6% | -75.4% | -74.7% |
| YTD | -77.5% | +61.2% | -138.8% | -80.5% |
| 1Y | -83.6% | +65.4% | -148.9% | -85.9% |
| 3Y | -37.0% | -13.0% | -24.0% | -39.6% |
| 5Y | -93.3% | -4.3% | -89.0% | -93.7% |
| All | -87.9% | +677.9% | -765.8% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling