+82.3%
SPYM vs OPEN
-84.0%
+166.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.4% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | -0.9% | -11.9% | +11.0% | -0.2% |
| 3M | +3.9% | -28.8% | +32.7% | +5.7% |
| 6M | +14.5% | -38.6% | +53.1% | +17.3% |
| YTD | +13.0% | -47.3% | +60.3% | +16.3% |
| 1Y | +19.4% | -49.2% | +68.6% | +20.1% |
| 3Y | +78.9% | -18.8% | +97.6% | +60.3% |
| 5Y | +82.3% | -83.6% | +165.9% | +66.8% |
| All | +82.3% | -84.0% | +166.4% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling