-70.8%
OPEN vs STT
+276.8%
-347.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | -4.3% | +0.5% | -4.7% | -4.6% |
| 30D | -16.2% | +3.9% | -20.1% | -18.9% |
| 3M | -36.4% | +20.0% | -56.3% | -45.3% |
| 6M | -35.5% | +55.3% | -90.8% | -55.3% |
| YTD | -46.0% | +53.3% | -99.3% | -62.4% |
| 1Y | -47.1% | +74.7% | -121.8% | -66.6% |
| 3Y | -19.0% | +205.8% | -224.9% | -65.6% |
| 5Y | -83.6% | +145.0% | -228.6% | -92.5% |
| All | -70.8% | +276.8% | -347.6% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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