-72.2%
OPEN vs SPY
+168.2%
-240.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.1% |
| 7D | -2.9% | -0.4% | -2.6% | -2.0% |
| 30D | -13.8% | -1.4% | -12.4% | -10.5% |
| 3M | -30.9% | +3.7% | -34.6% | -36.2% |
| 6M | -40.9% | +13.0% | -53.9% | -55.7% |
| YTD | -48.5% | +12.4% | -60.9% | -60.7% |
| 1Y | -50.9% | +18.5% | -69.4% | -66.1% |
| 3Y | -20.6% | +77.6% | -98.3% | -79.8% |
| 5Y | -84.2% | +81.7% | -165.8% | -95.5% |
| All | -72.2% | +168.2% | -240.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling