-1.2%
OVV vs SFM
+132.6%
-133.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.3% |
| 7D | +0.3% | -0.1% | +0.3% | +0.2% |
| 30D | +11.7% | -4.4% | +16.1% | +12.4% |
| 3M | +9.8% | +1.5% | +8.3% | +8.8% |
| 6M | +26.6% | +6.5% | +20.1% | +23.4% |
| YTD | +67.0% | +2.2% | +64.9% | +63.8% |
| 1Y | +55.9% | -41.9% | +97.8% | +69.4% |
| 3Y | +45.5% | +106.8% | -61.3% | +18.3% |
| 5Y | +157.3% | +231.6% | -74.2% | +81.8% |
| 10Y | +65.0% | +258.4% | -193.4% | +7.6% |
| All | -1.2% | +132.6% | -133.8% | -34.0% |
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