-70.8%
OPEN vs SM
+860.3%
-931.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.1% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | -16.2% | +26.3% | -42.5% | -20.0% |
| 3M | -36.4% | +8.7% | -45.0% | -38.0% |
| 6M | -35.5% | +51.7% | -87.1% | -42.0% |
| YTD | -46.0% | +99.0% | -145.0% | -54.3% |
| 1Y | -47.1% | +34.6% | -81.7% | -51.8% |
| 3Y | -19.0% | -7.8% | -11.3% | -22.2% |
| 5Y | -83.6% | +104.8% | -188.4% | -85.6% |
| All | -70.8% | +860.3% | -931.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling