-84.0%
OPEN vs SM
+107.8%
-191.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.3% |
| 7D | -4.3% | +0.1% | -4.3% | -4.4% |
| 30D | -16.2% | +26.3% | -42.5% | -21.9% |
| 3M | -36.4% | +8.7% | -45.0% | -38.8% |
| 6M | -35.5% | +51.7% | -87.1% | -45.6% |
| YTD | -46.0% | +99.0% | -145.0% | -58.7% |
| 1Y | -47.1% | +34.6% | -81.7% | -54.3% |
| 3Y | -19.0% | -7.8% | -11.3% | -23.6% |
| All | -84.0% | +107.8% | -191.9% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling