+104.3%
OVV vs SGI
+2,083.6%
-1,979.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.3% | +8.5% | -8.3% | -1.9% |
| 30D | +11.7% | +0.7% | +11.1% | +11.1% |
| 3M | +9.8% | +0.6% | +9.2% | +8.4% |
| 6M | +26.6% | -17.9% | +44.5% | +29.8% |
| YTD | +67.0% | -21.2% | +88.2% | +72.6% |
| 1Y | +55.9% | -18.9% | +74.8% | +59.1% |
| 3Y | +45.5% | +52.6% | -7.1% | +22.9% |
| 5Y | +157.3% | +60.7% | +96.6% | +107.3% |
| 10Y | +65.0% | +278.1% | -213.1% | +2.7% |
| All | +104.3% | +2,083.6% | -1,979.3% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling