-83.6%
OPEN vs SRE
+51.2%
-134.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.7% |
| 7D | +1.0% | +1.4% | -0.4% | 0.0% |
| 30D | -11.9% | +1.9% | -13.8% | -13.7% |
| 3M | -28.8% | -3.3% | -25.5% | -28.0% |
| 6M | -38.6% | -6.4% | -32.2% | -36.9% |
| YTD | -47.3% | -1.8% | -45.5% | -48.0% |
| 1Y | -49.2% | +10.7% | -59.9% | -54.0% |
| 3Y | -18.8% | +31.8% | -50.6% | -39.3% |
| 5Y | -83.6% | +49.2% | -132.8% | -83.6% |
| All | -83.6% | +51.2% | -134.8% | -83.6% |
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