+20.2%
SGOV vs OVV
+901.0%
-880.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.1% |
| 30D | +0.3% | +8.0% | -7.7% | +0.3% |
| 3M | +0.9% | +11.3% | -10.3% | +0.9% |
| 6M | +1.8% | +24.0% | -22.2% | +1.8% |
| YTD | +2.5% | +65.3% | -62.8% | +2.5% |
| 1Y | +3.8% | +60.2% | -56.4% | +3.8% |
| 3Y | +14.3% | +46.9% | -32.6% | +14.4% |
| 5Y | +20.1% | +158.7% | -138.6% | +20.1% |
| All | +20.2% | +901.0% | -880.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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