+661.2%
ONTO vs SCHG
+234.3%
+426.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.8% |
| 7D | +6.5% | -2.7% | +9.3% | +10.7% |
| 30D | -15.9% | -2.2% | -13.7% | -13.3% |
| 3M | -0.2% | +6.2% | -6.3% | -7.6% |
| 6M | +38.7% | +13.4% | +25.4% | +17.5% |
| YTD | +70.4% | +7.1% | +63.2% | +57.0% |
| 1Y | +153.6% | +12.5% | +141.1% | +120.2% |
| 3Y | +109.2% | +86.2% | +23.0% | -0.6% |
| 5Y | +249.7% | +83.9% | +165.8% | +74.3% |
| All | +661.2% | +234.3% | +426.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling