-86.9%
OPEN vs SPG
+373.7%
-460.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.9% |
| 7D | -21.7% | +5.1% | -26.8% | -24.6% |
| 30D | -36.5% | +16.8% | -53.3% | -43.7% |
| 3M | -59.5% | +5.7% | -65.2% | -61.2% |
| 6M | -71.9% | +17.8% | -89.7% | -75.4% |
| YTD | -75.8% | +30.1% | -105.9% | -80.7% |
| 1Y | -78.5% | +32.8% | -111.3% | -83.1% |
| 3Y | -30.2% | +137.2% | -167.4% | -63.2% |
| 5Y | -93.3% | +81.5% | -174.7% | -96.2% |
| All | -86.9% | +373.7% | -460.7% | -92.6% |
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