+54.9%
OVV vs SFM
+140.8%
-85.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.4% | +2.5% |
| 7D | +1.2% | -7.1% | +8.3% | +2.3% |
| 30D | -2.5% | -21.4% | +18.9% | +0.3% |
| 3M | +0.5% | -40.1% | +40.6% | +8.0% |
| 6M | +8.5% | -38.0% | +46.5% | +15.2% |
| YTD | +64.5% | -36.5% | +101.0% | +72.7% |
| 1Y | +64.7% | -35.2% | +99.9% | +72.1% |
| 3Y | +54.1% | +23.5% | +30.7% | +36.7% |
| 5Y | +95.4% | +109.7% | -14.3% | +49.2% |
| 10Y | +54.9% | +132.6% | -77.6% | +10.4% |
| All | +54.9% | +140.8% | -85.8% | +10.4% |
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