-61.9%
SPCH vs OVV
+17.4%
-79.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -3.4% |
| 7D | +3.4% | +1.2% | +2.2% | +3.9% |
| 30D | -31.3% | -2.5% | -28.8% | -31.7% |
| 3M | -4.0% | +0.5% | -4.5% | -2.6% |
| All | -61.9% | +17.4% | -79.4% | -48.2% |
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 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 · Available span rolling