-89.0%
OPEN vs SPY
+166.1%
-255.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -2.7% |
| 7D | -15.0% | +2.6% | -17.6% | -20.3% |
| 30D | -40.2% | -2.0% | -38.2% | -36.8% |
| 3M | -67.4% | -2.8% | -64.6% | -64.7% |
| 6M | -74.0% | +2.1% | -76.2% | -74.8% |
| YTD | -79.6% | +11.5% | -91.1% | -84.0% |
| 1Y | -86.1% | +13.5% | -99.6% | -89.5% |
| 3Y | -41.4% | +77.7% | -119.1% | -85.2% |
| 5Y | -94.9% | +72.6% | -167.5% | -98.4% |
| All | -89.0% | +166.1% | -255.0% | -97.9% |
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