+58.4%
OVV vs SFM
+326.6%
-268.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.2% |
| 7D | +0.3% | -0.1% | +0.3% | +0.2% |
| 30D | +11.7% | -4.4% | +16.1% | +12.4% |
| 3M | +9.8% | +1.5% | +8.3% | +8.9% |
| 6M | +26.6% | +6.5% | +20.1% | +23.7% |
| YTD | +67.0% | +2.2% | +64.9% | +64.2% |
| 1Y | +55.9% | -41.9% | +97.8% | +68.3% |
| 3Y | +45.5% | +106.8% | -61.3% | +20.9% |
| 5Y | +157.3% | +231.6% | -74.2% | +88.3% |
| All | +58.4% | +326.6% | -268.3% | +0.4% |
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