+83.5%
OVV vs SIMO
+154.7%
-71.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.2% |
| 7D | -16.7% | -22.0% | +5.3% | -14.2% |
| 30D | -1.5% | -43.0% | +41.5% | +4.9% |
| 3M | +1.6% | -39.1% | +40.7% | +6.1% |
| 6M | +2.0% | -33.3% | +35.3% | +3.0% |
| YTD | +56.8% | +77.0% | -20.2% | +26.8% |
| 1Y | +64.8% | +73.0% | -8.2% | +33.8% |
| 3Y | +38.3% | +215.7% | -177.5% | -7.1% |
| All | +83.5% | +154.7% | -71.2% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling