+32.8%
ONTO vs SARO
-21.9%
+54.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.4% |
| 7D | +9.4% | +0.6% | +8.7% | +9.0% |
| 30D | -4.4% | -14.5% | +10.1% | +3.5% |
| 3M | +1.6% | -5.3% | +6.9% | +4.2% |
| 6M | +45.3% | -15.3% | +60.5% | +55.7% |
| YTD | +76.4% | -15.6% | +91.9% | +88.9% |
| 1Y | +167.2% | -9.1% | +176.2% | +173.6% |
| All | +32.8% | -21.9% | +54.7% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling