-74.2%
OPEN vs SRE
+65.2%
-139.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -11.4% | -0.8% | -10.6% | -11.0% |
| 30D | -20.1% | -3.0% | -17.1% | -19.2% |
| 3M | -37.6% | -8.3% | -29.3% | -35.2% |
| 6M | -47.1% | -8.9% | -38.1% | -45.1% |
| YTD | -52.1% | -4.3% | -47.9% | -51.8% |
| 1Y | -73.5% | +2.7% | -76.2% | -74.3% |
| 3Y | -24.4% | +28.7% | -53.1% | -35.8% |
| 5Y | -85.1% | +47.1% | -132.3% | -85.9% |
| All | -74.2% | +65.2% | -139.4% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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