-79.2%
SNAP vs OVV
+34.2%
-113.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.2% | -13.5% |
| 7D | -10.4% | -14.9% | +4.5% | -7.8% |
| 30D | -11.9% | -0.9% | -11.0% | -12.0% |
| 3M | -4.5% | +5.6% | -10.1% | -5.9% |
| 6M | -16.7% | -2.5% | -14.2% | -17.1% |
| YTD | -36.9% | +57.8% | -94.7% | -43.5% |
| 1Y | -30.3% | +70.1% | -100.3% | -38.5% |
| 3Y | -52.5% | +35.1% | -87.7% | -56.7% |
| 5Y | -90.4% | +86.1% | -176.5% | -91.9% |
| All | -79.2% | +34.2% | -113.5% | -87.0% |
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