+43.1%
ONTO vs SFM
-35.8%
+79.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.3% | -8.0% |
| 7D | -17.4% | -12.3% | -5.1% | -18.0% |
| 30D | -43.2% | -16.2% | -27.0% | -44.0% |
| 3M | -35.7% | -36.8% | +1.1% | -39.2% |
| 6M | -38.3% | -32.6% | -5.7% | -40.8% |
| YTD | +17.1% | -31.7% | +48.8% | +14.1% |
| 1Y | +43.1% | -35.0% | +78.1% | +40.4% |
| All | +43.1% | -35.8% | +79.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling