+130.7%
ONTO vs SAN
+294.0%
-163.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.3% |
| 7D | +17.5% | +4.0% | +13.5% | +15.2% |
| 30D | -15.7% | -7.8% | -7.8% | -12.2% |
| 3M | -39.7% | -16.4% | -23.4% | -33.9% |
| 6M | -26.5% | +3.5% | -30.0% | -28.1% |
| YTD | +29.0% | +6.7% | +22.3% | +22.9% |
| 1Y | +57.0% | +14.5% | +42.5% | +44.0% |
| 3Y | +50.0% | +243.5% | -193.5% | -23.6% |
| All | +130.7% | +294.0% | -163.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling