-7.3%
OVV vs SFM
+40.3%
-47.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.2% |
| 7D | -16.7% | -1.2% | -15.5% | -16.8% |
| 30D | -1.5% | -24.8% | +23.3% | +2.4% |
| 3M | +1.6% | -43.7% | +45.3% | +11.0% |
| 6M | +2.0% | -37.3% | +39.3% | +8.5% |
| YTD | +56.8% | -38.4% | +95.2% | +66.3% |
| 1Y | +64.8% | -36.9% | +101.8% | +73.8% |
| 3Y | +38.3% | +20.7% | +17.6% | +22.6% |
| 5Y | +84.9% | +103.5% | -18.6% | +40.8% |
| 10Y | +54.5% | +139.7% | -85.2% | +7.3% |
| All | -7.3% | +40.3% | -47.6% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling