+1,537.1%
SOXX vs OVV
+56.5%
+1,480.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | +1.4% | -1.7% | +3.0% | +1.7% |
| 30D | -3.6% | +0.8% | -4.4% | -3.8% |
| 3M | -10.2% | +13.3% | -23.4% | -12.5% |
| 6M | +54.2% | +16.9% | +37.3% | +48.5% |
| YTD | +75.2% | +64.3% | +10.9% | +57.9% |
| 1Y | +107.5% | +54.2% | +53.3% | +88.7% |
| 3Y | +226.8% | +51.3% | +175.4% | +194.0% |
| 5Y | +251.2% | +154.3% | +97.0% | +183.4% |
| All | +1,537.1% | +56.5% | +1,480.6% | +1,003.9% |
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 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