+91.5%
ONTO vs SFM
+105.4%
-13.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.8% | +15.9% | +11.5% |
| 7D | -14.0% | -1.2% | -12.8% | -14.1% |
| 30D | -43.1% | -24.8% | -18.3% | -41.8% |
| 3M | -35.5% | -43.7% | +8.2% | -32.0% |
| 6M | -41.1% | -37.3% | -3.8% | -39.2% |
| YTD | +9.8% | -38.4% | +48.1% | +12.8% |
| 1Y | +31.5% | -36.9% | +68.4% | +34.4% |
| 3Y | +45.2% | +20.7% | +24.5% | +25.9% |
| All | +91.5% | +105.4% | -13.9% | +60.1% |
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