+34.1%
ONTO vs SARO
-21.1%
+55.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.6% |
| 7D | +9.7% | +1.1% | +8.6% | +9.0% |
| 30D | -8.8% | -16.2% | +7.4% | -0.1% |
| 3M | +4.5% | -1.3% | +5.8% | +5.0% |
| 6M | +56.4% | -15.2% | +71.7% | +67.6% |
| YTD | +78.1% | -14.7% | +92.8% | +89.7% |
| 1Y | +171.3% | -9.1% | +180.3% | +177.8% |
| All | +34.1% | -21.1% | +55.2% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling