+42.5%
OVV vs SFM
+146.8%
-104.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -10.7% | -10.2% | -0.5% | -9.3% |
| 30D | -5.3% | -23.9% | +18.6% | -2.1% |
| 3M | +2.4% | -42.3% | +44.6% | +10.6% |
| 6M | +5.7% | -40.1% | +45.8% | +12.8% |
| YTD | +56.8% | -37.8% | +94.5% | +65.1% |
| 1Y | +59.3% | -37.1% | +96.4% | +67.2% |
| 3Y | +49.0% | +21.5% | +27.4% | +32.5% |
| 5Y | +88.1% | +103.8% | -15.7% | +44.7% |
| 10Y | +42.5% | +142.0% | -99.4% | +0.1% |
| All | +42.5% | +146.8% | -104.2% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling