-18.8%
OPEN vs SPYG
+100.8%
-119.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.7% |
| 7D | +1.0% | +1.2% | -0.2% | -1.0% |
| 30D | -11.9% | -1.6% | -10.4% | -9.4% |
| 3M | -28.8% | +3.4% | -32.1% | -32.1% |
| 6M | -38.6% | +18.9% | -57.5% | -53.3% |
| YTD | -47.3% | +13.8% | -61.1% | -56.9% |
| 1Y | -49.2% | +20.6% | -69.8% | -61.3% |
| 3Y | -18.8% | +100.5% | -119.3% | -80.8% |
| All | -18.8% | +100.8% | -119.5% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling