-84.2%
OPEN vs SPMO
+149.2%
-233.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.1% |
| 7D | -2.9% | +2.7% | -5.6% | -6.8% |
| 30D | -13.8% | +1.1% | -14.9% | -15.4% |
| 3M | -30.9% | +2.0% | -32.9% | -35.8% |
| 6M | -40.9% | +26.5% | -67.5% | -63.1% |
| YTD | -48.5% | +26.5% | -75.1% | -67.7% |
| 1Y | -50.9% | +27.9% | -78.8% | -69.3% |
| 3Y | -20.6% | +160.4% | -181.0% | -88.5% |
| 5Y | -84.2% | +151.5% | -235.7% | -97.4% |
| All | -84.2% | +149.2% | -233.4% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling