+449.2%
ONTO vs SCCO
+590.8%
-141.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.2% | +6.7% | +8.7% |
| 7D | +1.4% | -0.9% | +2.3% | +2.5% |
| 30D | -34.1% | -15.0% | -19.1% | -26.4% |
| 3M | -37.1% | -9.1% | -27.9% | -32.9% |
| 6M | -31.8% | -0.9% | -31.0% | -30.6% |
| YTD | +22.9% | +29.7% | -6.8% | +4.4% |
| 1Y | +39.5% | +38.2% | +1.3% | +14.1% |
| 3Y | +57.7% | +191.5% | -133.8% | -19.5% |
| 5Y | +115.8% | +281.7% | -165.9% | -11.3% |
| All | +449.2% | +590.8% | -141.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 all: compounded portfolio wealth divided by compounded SCCO 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…
all analysis · Full analysis span regression · 6 months rolling