-70.8%
OPEN vs SPMO
+266.9%
-337.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | -1.8% |
| 7D | -4.3% | +2.0% | -6.3% | -7.2% |
| 30D | -16.2% | -0.4% | -15.9% | -15.9% |
| 3M | -36.4% | -1.9% | -34.5% | -36.8% |
| 6M | -35.5% | +25.0% | -60.5% | -58.8% |
| YTD | -46.0% | +26.0% | -72.0% | -65.9% |
| 1Y | -47.1% | +28.7% | -75.8% | -67.3% |
| 3Y | -19.0% | +160.9% | -179.9% | -87.3% |
| 5Y | -83.6% | +147.9% | -231.5% | -97.0% |
| All | -70.8% | +266.9% | -337.8% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling