-94.7%
OPEN vs SPYG
+67.3%
-162.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -1.8% |
| 7D | -15.0% | +2.3% | -17.3% | -18.9% |
| 30D | -40.2% | -6.5% | -33.7% | -31.8% |
| 3M | -67.4% | -6.8% | -60.5% | -62.3% |
| 6M | -74.0% | -3.1% | -70.9% | -72.2% |
| YTD | -79.6% | +8.0% | -87.6% | -82.8% |
| 1Y | -86.1% | +10.2% | -96.3% | -88.7% |
| 3Y | -41.4% | +91.0% | -132.4% | -87.3% |
| All | -94.7% | +67.3% | -162.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling