+658.6%
ONTO vs SCHG
+240.7%
+417.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +7.4% |
| 7D | -1.0% | -0.7% | -0.3% | -0.1% |
| 30D | -2.9% | +0.2% | -3.1% | -3.3% |
| 3M | -2.5% | +2.2% | -4.7% | -4.5% |
| 6M | +28.2% | +15.0% | +13.2% | +6.6% |
| YTD | +69.8% | +9.2% | +60.6% | +52.3% |
| 1Y | +162.9% | +15.7% | +147.2% | +119.3% |
| 3Y | +95.9% | +87.3% | +8.7% | -7.9% |
| 5Y | +244.5% | +84.5% | +160.0% | +70.5% |
| All | +658.6% | +240.7% | +417.9% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling