+89.4%
STM vs OVV
+58.4%
+31.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -5.6% | -10.7% | +5.2% | -6.7% |
| 30D | -14.4% | -5.3% | -9.2% | -14.9% |
| 3M | -20.5% | +2.4% | -22.9% | -20.2% |
| 6M | -24.5% | +5.7% | -30.2% | -24.2% |
| YTD | +72.7% | +56.8% | +15.9% | +63.8% |
| All | +89.4% | +58.4% | +31.0% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling