+232.3%
SMH vs OVV
+85.0%
+147.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -4.1% | -10.7% | +6.6% | -1.6% |
| 30D | -19.2% | -5.3% | -13.9% | -18.3% |
| 3M | -16.4% | +2.4% | -18.7% | -17.3% |
| 6M | -14.0% | +5.7% | -19.6% | -16.1% |
| YTD | +35.3% | +56.8% | -21.4% | +17.4% |
| 1Y | +40.4% | +59.3% | -18.8% | +20.9% |
| 3Y | +226.8% | +49.0% | +177.9% | +178.7% |
| 5Y | +232.3% | +88.1% | +144.2% | +154.6% |
| All | +232.3% | +85.0% | +147.3% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling