+72.0%
OVV vs SFM
-35.8%
+107.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.3% | -5.5% |
| 7D | -12.1% | -12.3% | +0.1% | -11.8% |
| 30D | +2.9% | -16.2% | +19.1% | +3.1% |
| 3M | +3.7% | -36.8% | +40.5% | +4.5% |
| 6M | +0.6% | -32.6% | +33.2% | +1.2% |
| YTD | +62.5% | -31.7% | +94.2% | +64.3% |
| 1Y | +72.0% | -35.0% | +107.0% | +74.2% |
| All | +72.0% | -35.8% | +107.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling