-70.8%
OPEN vs SPXS
-96.4%
+25.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +1.7% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | -16.2% | +0.8% | -17.0% | -15.1% |
| 3M | -36.4% | -4.7% | -31.6% | -36.5% |
| 6M | -35.5% | -29.6% | -5.8% | -48.7% |
| YTD | -46.0% | -29.8% | -16.2% | -56.4% |
| 1Y | -47.1% | -38.9% | -8.2% | -60.2% |
| 3Y | -19.0% | -79.6% | +60.6% | -67.4% |
| 5Y | -83.6% | -85.9% | +2.3% | -91.6% |
| All | -70.8% | -96.4% | +25.6% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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