+78.1%
STM vs OVV
+67.1%
+11.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.4% |
| 7D | -10.7% | -16.7% | +5.9% | -12.7% |
| 30D | -25.7% | -1.5% | -24.2% | -25.8% |
| 3M | -21.6% | +1.6% | -23.1% | -21.3% |
| 6M | -27.8% | +2.0% | -29.8% | -27.4% |
| YTD | +61.8% | +56.8% | +4.9% | +54.3% |
| 1Y | +78.1% | +64.8% | +13.3% | +67.7% |
| All | +78.1% | +67.1% | +11.0% | +67.7% |
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