-93.9%
OPEN vs SRE
+47.5%
-141.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -31.1% | -5.6% | -25.4% | -27.8% |
| 30D | -34.7% | -4.5% | -30.2% | -32.5% |
| 3M | -61.9% | -7.7% | -54.1% | -59.9% |
| 6M | -71.9% | -14.4% | -57.4% | -68.9% |
| YTD | -76.6% | -9.4% | -67.2% | -75.5% |
| 1Y | -83.9% | -13.8% | -70.1% | -82.4% |
| 3Y | -34.4% | +22.2% | -56.5% | -49.9% |
| 5Y | -93.9% | +50.5% | -144.4% | -93.8% |
| All | -93.9% | +47.5% | -141.4% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling