+53.7%
OVV vs SFM
+23.6%
+30.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.4% | +2.8% |
| 7D | +1.2% | -7.1% | +8.3% | +1.6% |
| 30D | -2.5% | -21.4% | +18.9% | -1.2% |
| 3M | +0.5% | -40.1% | +40.6% | +4.2% |
| 6M | +8.5% | -38.0% | +46.5% | +11.8% |
| YTD | +64.5% | -36.5% | +101.0% | +68.4% |
| 1Y | +64.7% | -35.2% | +99.9% | +68.1% |
| All | +53.7% | +23.6% | +30.1% | +56.3% |
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