+88.1%
OVV vs SIMO
+169.9%
-81.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.7% |
| 7D | -10.7% | -8.5% | -2.3% | -9.9% |
| 30D | -5.3% | -34.8% | +29.5% | -0.8% |
| 3M | +2.4% | -32.8% | +35.2% | +5.5% |
| 6M | +5.7% | -32.0% | +37.7% | +6.6% |
| YTD | +56.8% | +87.0% | -30.3% | +25.9% |
| 1Y | +59.3% | +86.1% | -26.8% | +27.8% |
| 3Y | +49.0% | +226.4% | -177.4% | -0.1% |
| 5Y | +88.1% | +172.1% | -84.0% | +20.0% |
| All | +88.1% | +169.9% | -81.8% | +20.0% |
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