-78.2%
SNAP vs OVV
+39.9%
-118.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +6.2% |
| 7D | -9.8% | +1.2% | -11.0% | -9.9% |
| 30D | -18.2% | -2.5% | -15.7% | -18.0% |
| 3M | -3.1% | +0.5% | -3.6% | -3.5% |
| 6M | -7.1% | +8.5% | -15.6% | -9.4% |
| YTD | -33.8% | +64.5% | -98.3% | -41.1% |
| 1Y | -39.0% | +64.7% | -103.7% | -45.9% |
| 3Y | -52.8% | +54.1% | -107.0% | -58.0% |
| 5Y | -90.0% | +95.4% | -185.4% | -91.6% |
| All | -78.2% | +39.9% | -118.1% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling