+128.8%
ONTO vs SCHG
+69.8%
+59.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.9% |
| 7D | -2.4% | -1.3% | -1.1% | +0.7% |
| 30D | -32.9% | -7.9% | -25.1% | -21.9% |
| 3M | -32.2% | -5.4% | -26.8% | -24.4% |
| 6M | -30.6% | -0.6% | -30.0% | -27.5% |
| YTD | +25.1% | +4.1% | +21.0% | +22.5% |
| 1Y | +40.0% | +2.8% | +37.2% | +40.3% |
| 3Y | +45.7% | +77.7% | -31.9% | -28.3% |
| 5Y | +128.8% | +71.3% | +57.5% | +25.9% |
| All | +128.8% | +69.8% | +59.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling