+171.6%
OVV vs SBAC
+7,063.5%
-6,891.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +11.7% | +6.9% | +4.8% | +10.4% |
| 3M | +9.8% | -8.2% | +18.0% | +11.2% |
| 6M | +26.6% | -1.6% | +28.2% | +25.9% |
| YTD | +67.0% | -0.1% | +67.1% | +65.5% |
| 1Y | +55.9% | -0.5% | +56.4% | +54.4% |
| 3Y | +45.5% | -9.1% | +54.6% | +44.2% |
| 5Y | +157.3% | -43.8% | +201.1% | +175.4% |
| 10Y | +65.0% | +80.5% | -15.5% | +47.2% |
| All | +171.6% | +7,063.5% | -6,891.9% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 all: compounded portfolio wealth divided by compounded SBAC 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…
all analysis · Full analysis span regression · 6 months rolling