+93.0%
OVV vs SGI
+2,021.1%
-1,928.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -14.9% | +5.3% | -20.2% | -16.3% |
| 30D | -0.9% | +8.2% | -9.1% | -3.4% |
| 3M | +5.6% | -2.2% | +7.8% | +5.2% |
| 6M | -2.5% | -8.4% | +5.9% | -2.5% |
| YTD | +57.8% | -23.4% | +81.3% | +63.3% |
| 1Y | +70.1% | -14.0% | +84.0% | +69.9% |
| 3Y | +35.1% | +78.8% | -43.7% | +9.3% |
| 5Y | +86.1% | +58.6% | +27.5% | +49.7% |
| 10Y | +55.5% | +427.8% | -372.3% | -9.2% |
| All | +93.0% | +2,021.1% | -1,928.0% | -33.9% |
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