+106.0%
OVV vs SGI
+41.4%
+64.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +8.0% | -5.3% | +13.4% | +9.1% |
| 30D | -2.0% | -2.1% | 0.0% | -2.2% |
| 3M | +5.4% | -8.2% | +13.6% | +6.5% |
| 6M | +14.3% | -4.6% | +18.8% | +12.6% |
| YTD | +69.4% | -31.5% | +100.9% | +80.5% |
| 1Y | +72.4% | -30.8% | +103.2% | +82.8% |
| 3Y | +58.4% | +67.2% | -8.8% | +25.0% |
| All | +106.0% | +41.4% | +64.6% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling