+339.4%
SMH vs OVV
+153.1%
+186.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +5.2% | -3.7% | +9.0% | +6.1% |
| 30D | -1.5% | +8.0% | -9.5% | -3.4% |
| 3M | -4.1% | +11.3% | -15.4% | -7.0% |
| 6M | +50.8% | +24.0% | +26.8% | +41.0% |
| YTD | +59.3% | +65.3% | -6.0% | +37.7% |
| 1Y | +94.1% | +60.2% | +33.9% | +68.3% |
| 3Y | +286.7% | +46.9% | +239.8% | +232.7% |
| 5Y | +339.4% | +158.7% | +180.7% | +229.9% |
| All | +339.4% | +153.1% | +186.3% | +229.9% |
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