+79.0%
OVF vs SPY
+182.0%
-103.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.2% |
| 30D | -1.3% | -2.4% | +1.1% | +0.5% |
| 3M | -4.3% | -1.2% | -3.1% | -3.4% |
| 6M | -1.3% | +3.3% | -4.6% | -3.3% |
| YTD | +11.9% | +12.3% | -0.4% | +3.6% |
| 1Y | +14.2% | +12.4% | +1.8% | +5.7% |
| 3Y | +76.1% | +78.8% | -2.7% | +19.2% |
| 5Y | +50.8% | +75.2% | -24.4% | +2.4% |
| All | +79.0% | +182.0% | -103.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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