-71.6%
OPEN vs SPG
+326.2%
-397.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.4% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | -11.9% | -4.9% | -7.0% | -8.4% |
| 3M | -28.8% | +3.3% | -32.1% | -30.9% |
| 6M | -38.6% | +11.2% | -49.8% | -44.4% |
| YTD | -47.3% | +17.1% | -64.4% | -54.3% |
| 1Y | -49.2% | +21.6% | -70.8% | -57.3% |
| 3Y | -18.8% | +111.9% | -130.6% | -53.3% |
| 5Y | -83.6% | +106.9% | -190.5% | -90.2% |
| All | -71.6% | +326.2% | -397.8% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling