+158.3%
OVV vs SIMO
+269.6%
-111.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.9% |
| 7D | +0.3% | +4.2% | -4.0% | -0.4% |
| 30D | +11.7% | +4.1% | +7.6% | +10.4% |
| 3M | +9.8% | -12.9% | +22.7% | +10.0% |
| 6M | +26.6% | +110.3% | -83.8% | +6.1% |
| YTD | +67.0% | +178.6% | -111.5% | +30.2% |
| 1Y | +55.9% | +220.0% | -164.1% | +16.5% |
| 3Y | +45.5% | +409.0% | -363.5% | -5.8% |
| All | +158.3% | +269.6% | -111.2% | +77.1% |
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