+238.0%
ONTO vs SFM
+230.0%
+8.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.8% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -2.9% | -4.4% | +1.5% | -2.5% |
| 3M | -2.5% | +1.5% | -4.0% | -3.2% |
| 6M | +28.2% | +6.5% | +21.7% | +25.2% |
| YTD | +69.8% | +2.2% | +67.6% | +66.6% |
| 1Y | +162.9% | -41.9% | +204.8% | +186.0% |
| 3Y | +95.9% | +106.8% | -10.8% | +61.1% |
| All | +238.0% | +230.0% | +8.1% | +141.4% |
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 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