+128.8%
ONTO vs SFM
+100.9%
+27.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | -2.4% | -6.9% | +4.5% | -1.8% |
| 30D | -32.9% | -25.0% | -8.0% | -31.5% |
| 3M | -32.2% | -42.7% | +10.5% | -28.7% |
| 6M | -30.6% | -41.0% | +10.4% | -27.7% |
| YTD | +25.1% | -38.7% | +63.8% | +28.6% |
| 1Y | +40.0% | -38.1% | +78.1% | +43.5% |
| 3Y | +45.7% | +19.3% | +26.4% | +26.8% |
| 5Y | +128.8% | +103.1% | +25.7% | +97.3% |
| All | +128.8% | +100.9% | +27.8% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling