-93.6%
OPEN vs SM
-11.5%
-82.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.0% | -22.8% | -22.0% |
| 7D | -22.2% | -25.9% | +3.7% | -16.6% |
| 30D | -38.3% | -15.1% | -23.2% | -36.6% |
| 3M | -59.4% | +4.9% | -64.2% | -61.2% |
| 6M | -74.4% | +6.1% | -80.5% | -76.2% |
| YTD | -76.0% | +63.4% | -139.4% | -81.4% |
| 1Y | -78.7% | +72.5% | -151.1% | -83.9% |
| 3Y | -30.0% | -16.9% | -13.1% | -34.3% |
| All | -93.6% | -11.5% | -82.1% | -94.4% |
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 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