-89.0%
OPEN vs SPYG
+170.9%
-259.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -1.8% |
| 7D | -15.0% | +2.3% | -17.3% | -18.8% |
| 30D | -40.2% | -6.5% | -33.7% | -32.1% |
| 3M | -67.4% | -6.8% | -60.5% | -62.5% |
| 6M | -74.0% | -3.1% | -70.9% | -72.2% |
| YTD | -79.6% | +8.0% | -87.6% | -82.6% |
| 1Y | -86.1% | +10.2% | -96.3% | -88.5% |
| 3Y | -41.4% | +91.0% | -132.4% | -85.5% |
| 5Y | -94.9% | +67.7% | -162.6% | -98.1% |
| All | -89.0% | +170.9% | -259.8% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling