+0.4%
STM vs OVV
+35.0%
-34.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.9% | -9.5% | -11.7% |
| 7D | -20.1% | -14.9% | -5.2% | -16.9% |
| 30D | -32.0% | -0.9% | -31.0% | -32.1% |
| 3M | -24.2% | +5.6% | -29.7% | -26.1% |
| 6M | -29.9% | -2.5% | -27.4% | -30.5% |
| YTD | +54.9% | +57.8% | -2.9% | +27.3% |
| 1Y | +68.0% | +70.1% | -2.1% | +33.6% |
| All | +0.4% | +35.0% | -34.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling