+43.1%
ONTO vs SARO
-7.8%
+50.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.9% | -10.6% | -9.4% |
| 7D | -17.4% | +15.8% | -33.1% | -22.4% |
| 30D | -43.2% | +22.2% | -65.4% | -48.0% |
| 3M | -35.7% | -16.2% | -19.5% | -29.5% |
| 6M | -38.3% | +4.6% | -42.9% | -41.3% |
| YTD | +17.1% | -10.4% | +27.4% | +20.6% |
| 1Y | +43.1% | -6.5% | +49.7% | +43.4% |
| All | +43.1% | -7.8% | +50.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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