+14.7%
SNOW vs OVV
+635.2%
-620.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +0.2% | -10.7% | +10.9% | +2.4% |
| 30D | -21.1% | -5.3% | -15.8% | -20.3% |
| 3M | -11.9% | +2.4% | -14.3% | -12.7% |
| 6M | +91.0% | +5.7% | +85.3% | +87.4% |
| YTD | +32.7% | +56.8% | -24.0% | +18.8% |
| 1Y | +10.8% | +59.3% | -48.5% | -1.5% |
| 3Y | +86.2% | +49.0% | +37.2% | +63.9% |
| 5Y | -22.7% | +88.1% | -110.8% | -36.1% |
| All | +14.7% | +635.2% | -620.6% | -21.5% |
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