-84.0%
OPEN vs SPY
+82.0%
-166.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | -16.2% | +0.1% | -16.3% | -16.1% |
| 3M | -36.4% | +2.0% | -38.4% | -38.7% |
| 6M | -35.5% | +13.0% | -48.5% | -52.8% |
| YTD | -46.0% | +13.5% | -59.5% | -60.7% |
| 1Y | -47.1% | +20.0% | -67.1% | -65.8% |
| 3Y | -19.0% | +77.2% | -96.2% | -82.3% |
| All | -84.0% | +82.0% | -166.0% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling