+62.2%
OVV vs SFM
-38.0%
+100.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +1.8% |
| 7D | -7.3% | -6.9% | -0.4% | -7.5% |
| 30D | -3.6% | -25.0% | +21.4% | -3.7% |
| 3M | -2.6% | -42.7% | +40.1% | -2.4% |
| 6M | +7.6% | -41.0% | +48.6% | +7.9% |
| YTD | +59.6% | -38.7% | +98.3% | +60.7% |
| 1Y | +62.2% | -38.1% | +100.3% | +63.6% |
| All | +62.2% | -38.0% | +100.2% | +63.6% |
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