+58.4%
OVV vs SMTC
+434.3%
-375.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -11.0% | -4.3% |
| 7D | +0.3% | +12.7% | -12.5% | -3.2% |
| 30D | +11.7% | +22.0% | -10.2% | +4.0% |
| 3M | +9.8% | -12.7% | +22.5% | +9.6% |
| 6M | +26.6% | +64.8% | -38.2% | +0.5% |
| YTD | +67.0% | +100.7% | -33.7% | +22.9% |
| 1Y | +55.9% | +146.9% | -91.0% | +4.8% |
| 3Y | +45.5% | +456.8% | -411.3% | -44.7% |
| 5Y | +157.3% | +89.2% | +68.1% | +58.3% |
| All | +58.4% | +434.3% | -375.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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