+46.3%
SPGI vs OPEN
-71.4%
+117.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -3.0% |
| 7D | -2.5% | +1.0% | -3.5% | -2.5% |
| 30D | +5.4% | -11.9% | +17.3% | +6.2% |
| 3M | +9.0% | -28.8% | +37.8% | +11.1% |
| 6M | +0.8% | -38.6% | +39.4% | +3.3% |
| YTD | -12.6% | -47.3% | +34.8% | -9.8% |
| 1Y | -16.1% | -49.2% | +33.0% | -15.6% |
| 3Y | +19.0% | -18.8% | +37.8% | +6.2% |
| 5Y | +5.1% | -83.6% | +88.7% | -5.5% |
| All | +46.3% | -71.4% | +117.7% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling