-74.4%
OPEN vs SM
+2.7%
-77.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.0% | -22.8% | -21.5% |
| 7D | -22.2% | -25.9% | +3.7% | -28.7% |
| 30D | -38.3% | -15.1% | -23.2% | -41.4% |
| 3M | -59.4% | +4.9% | -64.2% | -59.3% |
| 6M | -74.4% | +6.1% | -80.5% | -72.2% |
| All | -74.4% | +2.7% | -77.0% | -72.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling