+508.7%
ONTO vs SAN
+253.3%
+255.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.5% | +9.2% |
| 7D | +16.4% | +3.4% | +13.0% | +14.3% |
| 30D | -21.4% | -6.3% | -15.2% | -19.0% |
| 3M | -32.7% | -14.1% | -18.6% | -27.4% |
| 6M | -25.2% | +4.2% | -29.4% | -27.2% |
| YTD | +36.2% | +9.0% | +27.2% | +28.2% |
| 1Y | +61.2% | +18.8% | +42.4% | +44.7% |
| 3Y | +58.7% | +252.0% | -193.4% | -23.1% |
| 5Y | +143.6% | +299.5% | -155.8% | +5.6% |
| All | +508.7% | +253.3% | +255.4% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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