-17.1%
OPEN vs SPG
+111.2%
-128.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.7% |
| 7D | -4.3% | -2.4% | -1.9% | -1.7% |
| 30D | -16.2% | -6.8% | -9.4% | -9.4% |
| 3M | -36.4% | +2.7% | -39.0% | -39.2% |
| 6M | -35.5% | +5.5% | -40.9% | -40.9% |
| YTD | -46.0% | +15.7% | -61.7% | -56.3% |
| 1Y | -47.1% | +20.9% | -68.0% | -59.8% |
| All | -17.1% | +111.2% | -128.3% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling