+110.5%
SPMO vs OVV
+85.0%
+25.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -1.9% | -10.7% | +8.8% | 0.0% |
| 30D | -14.1% | -5.3% | -8.8% | -13.4% |
| 3M | -13.1% | +2.4% | -15.5% | -13.8% |
| 6M | -9.4% | +5.7% | -15.0% | -11.0% |
| YTD | +9.5% | +56.8% | -47.2% | -1.5% |
| 1Y | +10.5% | +59.3% | -48.8% | -1.1% |
| 3Y | +124.4% | +49.0% | +75.4% | +98.2% |
| 5Y | +110.5% | +88.1% | +22.4% | +70.5% |
| All | +110.5% | +85.0% | +25.5% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling