-49.2%
OPEN vs SM
+46.7%
-95.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.2% | -2.2% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | -11.9% | +31.5% | -43.4% | -9.9% |
| 3M | -28.8% | +17.3% | -46.1% | -26.8% |
| 6M | -38.6% | +48.5% | -87.1% | -37.8% |
| YTD | -47.3% | +106.3% | -153.6% | -47.4% |
| 1Y | -49.2% | +47.3% | -96.5% | -45.5% |
| All | -49.2% | +46.7% | -95.9% | -45.5% |
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 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