+20.2%
SGOV vs OPEN
-72.1%
+92.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | +0.3% | -13.8% | +14.1% | +0.3% |
| 3M | +0.9% | -30.9% | +31.8% | +0.9% |
| 6M | +1.8% | -40.9% | +42.8% | +1.8% |
| YTD | +2.5% | -48.5% | +51.1% | +2.5% |
| 1Y | +3.8% | -50.9% | +54.7% | +3.8% |
| 3Y | +14.4% | -20.6% | +35.0% | +14.4% |
| 5Y | +20.2% | -84.2% | +104.3% | +20.1% |
| All | +20.2% | -72.1% | +92.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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