+42.5%
OVV vs STT
+211.9%
-169.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -2.6% |
| 7D | -10.7% | +0.9% | -11.7% | -11.6% |
| 30D | -5.3% | -2.3% | -3.0% | -4.0% |
| 3M | +2.4% | -7.0% | +9.4% | +7.3% |
| 6M | +5.7% | +15.5% | -9.8% | -8.1% |
| YTD | +56.8% | +35.6% | +21.2% | +16.8% |
| 1Y | +59.3% | +47.9% | +11.4% | +10.0% |
| 3Y | +49.0% | +181.1% | -132.1% | -42.1% |
| 5Y | +88.1% | +108.2% | -20.1% | -12.2% |
| 10Y | +42.5% | +201.0% | -158.4% | -51.2% |
| All | +42.5% | +211.9% | -169.3% | -51.2% |
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