-94.7%
OPEN vs SPMO
+114.1%
-208.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.1% | -1.3% |
| 7D | -15.0% | +6.3% | -21.3% | -22.6% |
| 30D | -40.2% | -8.9% | -31.3% | -32.3% |
| 3M | -67.4% | -13.2% | -54.2% | -60.2% |
| 6M | -74.0% | -9.3% | -64.7% | -71.8% |
| YTD | -79.6% | +11.6% | -91.1% | -84.8% |
| 1Y | -86.1% | +13.4% | -99.5% | -89.9% |
| 3Y | -41.4% | +122.9% | -164.3% | -89.8% |
| All | -94.7% | +114.1% | -208.8% | -99.0% |
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