-87.0%
OPEN vs STT
+221.1%
-308.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.2% | -22.0% | -22.0% |
| 7D | -22.2% | -2.5% | -19.7% | -20.3% |
| 30D | -38.3% | -5.0% | -33.4% | -35.4% |
| 3M | -59.4% | -10.5% | -48.9% | -55.5% |
| 6M | -74.4% | +10.0% | -84.4% | -76.3% |
| YTD | -76.0% | +30.7% | -106.7% | -80.9% |
| 1Y | -78.7% | +43.8% | -122.4% | -84.3% |
| 3Y | -30.0% | +168.1% | -198.1% | -66.7% |
| 5Y | -93.7% | +101.4% | -195.1% | -96.7% |
| All | -87.0% | +221.1% | -308.1% | -93.2% |
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