+48.2%
OVV vs STT
+204.5%
-156.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -16.7% | -2.5% | -14.2% | -15.1% |
| 30D | -1.5% | -5.0% | +3.5% | +2.1% |
| 3M | +1.6% | -10.5% | +12.0% | +9.8% |
| 6M | +2.0% | +10.0% | -8.0% | -7.7% |
| YTD | +56.8% | +30.7% | +26.1% | +20.4% |
| 1Y | +64.8% | +43.8% | +21.1% | +16.5% |
| 3Y | +38.3% | +168.1% | -129.8% | -44.1% |
| 5Y | +84.9% | +101.4% | -16.5% | -11.4% |
| All | +48.2% | +204.5% | -156.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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