+493.5%
ONTO vs SFM
+170.4%
+323.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | +34.4% | -0.4% | +34.8% | +34.4% |
| 30D | -20.4% | -19.2% | -1.2% | -18.8% |
| 3M | -37.8% | -40.3% | +2.5% | -33.8% |
| 6M | -24.6% | -40.9% | +16.3% | -20.0% |
| YTD | +32.8% | -35.5% | +68.3% | +37.3% |
| 1Y | +54.7% | -37.4% | +92.1% | +60.8% |
| 3Y | +54.7% | +25.5% | +29.2% | +33.3% |
| 5Y | +134.0% | +113.0% | +21.0% | +74.2% |
| All | +493.5% | +170.4% | +323.0% | +252.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling