+661.5%
STM vs OVV
+61.5%
+600.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | -1.0% | +11.7% | -12.7% | -3.3% |
| 3M | -33.3% | +9.8% | -43.1% | -34.8% |
| 6M | +57.4% | +26.6% | +30.8% | +48.5% |
| YTD | +102.2% | +67.0% | +35.2% | +80.0% |
| 1Y | +99.6% | +55.9% | +43.7% | +79.4% |
| 3Y | +14.5% | +45.5% | -31.0% | +2.7% |
| 5Y | +21.4% | +157.3% | -136.0% | -5.3% |
| All | +661.5% | +61.5% | +600.0% | +395.2% |
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 · 6 months rolling