+48.2%
OVV vs SFM
+108.0%
-59.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.0% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +11.7% | -4.4% | +16.1% | +12.1% |
| 3M | +9.8% | +1.5% | +8.3% | +9.3% |
| 6M | +26.6% | +6.5% | +20.1% | +24.7% |
| YTD | +67.0% | +2.2% | +64.9% | +65.3% |
| 1Y | +55.9% | -41.9% | +97.8% | +66.7% |
| All | +48.2% | +108.0% | -59.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling