-0.5%
OVV vs SIMO
+3,332.4%
-3,332.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -3.4% |
| 7D | +0.3% | +4.2% | -4.0% | -0.7% |
| 30D | +11.7% | +4.1% | +7.6% | +9.9% |
| 3M | +9.8% | -12.9% | +22.7% | +9.8% |
| 6M | +26.6% | +110.3% | -83.8% | +2.8% |
| YTD | +67.0% | +178.6% | -111.5% | +26.5% |
| 1Y | +55.9% | +220.0% | -164.1% | +13.8% |
| 3Y | +45.5% | +409.0% | -363.5% | -5.6% |
| 5Y | +157.3% | +277.3% | -120.0% | +71.4% |
| 10Y | +65.0% | +506.6% | -441.6% | -2.8% |
| All | -0.5% | +3,332.4% | -3,332.9% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling