-70.8%
OPEN vs SMTC
+184.1%
-255.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | -3.4% |
| 7D | -4.3% | +12.7% | -17.0% | -9.4% |
| 30D | -16.2% | +22.0% | -38.2% | -25.9% |
| 3M | -36.4% | -12.7% | -23.7% | -36.5% |
| 6M | -35.5% | +64.8% | -100.2% | -54.7% |
| YTD | -46.0% | +100.7% | -146.7% | -66.1% |
| 1Y | -47.1% | +146.9% | -194.0% | -70.6% |
| 3Y | -19.0% | +456.8% | -475.8% | -81.8% |
| 5Y | -83.6% | +89.2% | -172.8% | -90.9% |
| All | -70.8% | +184.1% | -255.0% | -86.7% |
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