+118.5%
SRE vs OVV
+54.2%
+64.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.4% | -3.7% | +5.2% | +1.9% |
| 30D | +1.9% | +8.0% | -6.1% | +1.0% |
| 3M | -3.3% | +11.3% | -14.6% | -4.6% |
| 6M | -6.4% | +24.0% | -30.4% | -9.0% |
| YTD | -1.8% | +65.3% | -67.1% | -7.7% |
| 1Y | +10.7% | +60.2% | -49.4% | +4.2% |
| 3Y | +31.8% | +46.9% | -15.1% | +23.6% |
| 5Y | +49.2% | +158.7% | -109.5% | +29.1% |
| 10Y | +118.5% | +50.8% | +67.7% | +51.3% |
| All | +118.5% | +54.2% | +64.3% | +51.3% |
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