-87.9%
OPEN vs SMTC
+118.0%
-205.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.6% | -6.1% |
| 7D | -24.7% | -10.9% | -13.8% | -23.7% |
| 30D | -41.0% | -39.4% | -1.6% | -31.2% |
| 3M | -62.4% | -13.5% | -48.8% | -64.0% |
| 6M | -73.9% | -6.8% | -67.0% | -77.4% |
| YTD | -77.5% | +54.0% | -131.5% | -85.5% |
| 1Y | -83.6% | +50.8% | -134.3% | -89.2% |
| 3Y | -37.0% | +677.3% | -714.3% | -90.5% |
| 5Y | -93.3% | +28.7% | -122.0% | -95.8% |
| All | -87.9% | +118.0% | -205.9% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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