+166.8%
SPYM vs OPEN
-88.5%
+255.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.5% | +9.2% | +0.2% |
| 7D | +3.3% | -31.0% | +34.3% | +5.3% |
| 30D | -2.6% | -41.5% | +38.8% | +0.1% |
| 3M | -1.7% | -64.6% | +62.9% | +3.9% |
| 6M | +3.1% | -73.8% | +76.9% | +10.6% |
| YTD | +12.0% | -78.8% | +90.8% | +20.9% |
| 1Y | +12.1% | -86.8% | +98.9% | +24.0% |
| 3Y | +78.5% | -40.6% | +119.2% | +62.2% |
| 5Y | +73.8% | -94.7% | +168.5% | +69.0% |
| All | +166.8% | -88.5% | +255.3% | +144.4% |
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