+392.6%
STM vs OVV
+50.1%
+342.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.6% |
| 7D | -10.7% | -16.7% | +5.9% | -7.5% |
| 30D | -25.7% | -1.5% | -24.2% | -25.7% |
| 3M | -21.6% | +1.6% | -23.1% | -22.3% |
| 6M | -27.8% | +2.0% | -29.8% | -28.9% |
| YTD | +61.8% | +56.8% | +4.9% | +45.0% |
| 1Y | +78.1% | +64.8% | +13.3% | +57.7% |
| 3Y | +4.9% | +38.3% | -33.4% | -5.3% |
| 5Y | -14.3% | +84.9% | -99.1% | -29.2% |
| All | +392.6% | +50.1% | +342.5% | +214.0% |
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