+167.9%
SPYM vs OPEN
-72.1%
+240.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -0.4% | -2.9% | +2.6% | -0.2% |
| 30D | -1.4% | -13.8% | +12.4% | -0.6% |
| 3M | +3.7% | -30.9% | +34.6% | +5.7% |
| 6M | +13.0% | -40.9% | +54.0% | +15.9% |
| YTD | +12.5% | -48.5% | +61.0% | +15.8% |
| 1Y | +18.6% | -50.9% | +69.5% | +19.6% |
| 3Y | +78.0% | -20.6% | +98.7% | +60.8% |
| 5Y | +82.3% | -84.2% | +166.5% | +67.3% |
| All | +167.9% | -72.1% | +240.0% | +134.1% |
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