+48.2%
OVV vs SIMO
+379.7%
-331.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.5% |
| 7D | -16.7% | -22.0% | +5.3% | -12.4% |
| 30D | -1.5% | -43.0% | +41.5% | +9.8% |
| 3M | +1.6% | -39.1% | +40.7% | +9.4% |
| 6M | +2.0% | -33.3% | +35.3% | +3.9% |
| YTD | +56.8% | +77.0% | -20.2% | +14.5% |
| 1Y | +64.8% | +73.0% | -8.2% | +20.9% |
| 3Y | +38.3% | +215.7% | -177.5% | -20.9% |
| 5Y | +84.9% | +155.6% | -70.8% | +5.6% |
| All | +48.2% | +379.7% | -331.5% | -39.5% |
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