+439.5%
SN vs OVV
+44.9%
+394.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | +7.2% | -16.7% | +23.8% | +10.8% |
| 30D | +20.4% | -1.5% | +21.9% | +20.1% |
| 3M | +23.9% | +1.6% | +22.3% | +22.4% |
| 6M | +93.0% | +2.0% | +91.0% | +89.1% |
| YTD | +99.2% | +56.8% | +42.4% | +65.4% |
| 1Y | +142.6% | +64.8% | +77.8% | +97.0% |
| 3Y | +398.8% | +38.3% | +360.5% | +294.9% |
| All | +439.5% | +44.9% | +394.5% | +341.2% |
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 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