+42.5%
OVV vs SIMO
+436.4%
-393.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.3% |
| 7D | -10.7% | -8.2% | -2.6% | -9.4% |
| 30D | -5.3% | -34.6% | +29.3% | +2.5% |
| 3M | +2.4% | -32.6% | +35.0% | +7.8% |
| 6M | +5.7% | -31.8% | +37.5% | +7.3% |
| YTD | +56.8% | +87.6% | -30.9% | +13.0% |
| 1Y | +59.3% | +86.7% | -27.4% | +14.7% |
| 3Y | +49.0% | +227.4% | -178.5% | -15.2% |
| 5Y | +88.1% | +173.0% | -84.9% | +5.8% |
| 10Y | +42.5% | +409.6% | -367.1% | -42.4% |
| All | +42.5% | +436.4% | -393.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling