+30.7%
ONTO vs SAN
+243.2%
-212.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -0.5% | -15.1% | -15.3% |
| 7D | -29.7% | +3.5% | -33.2% | -31.3% |
| 30D | -50.3% | -13.2% | -37.1% | -46.1% |
| 3M | -43.5% | -16.9% | -26.5% | -37.3% |
| 6M | -48.9% | +2.3% | -51.2% | -49.7% |
| YTD | -1.2% | +4.9% | -6.1% | -5.4% |
| 1Y | +14.9% | +20.4% | -5.5% | +1.8% |
| All | +30.7% | +243.2% | -212.5% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling