+341.5%
ONTO vs SFM
+171.6%
+169.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -5.1% | -10.5% | -14.9% |
| 7D | -29.7% | +7.5% | -37.2% | -30.5% |
| 30D | -50.3% | -20.8% | -29.5% | -49.1% |
| 3M | -43.5% | -39.4% | -4.1% | -39.9% |
| 6M | -48.9% | -34.5% | -14.4% | -46.8% |
| YTD | -1.2% | -35.2% | +34.0% | +2.2% |
| 1Y | +14.9% | -35.3% | +50.2% | +18.7% |
| 3Y | +31.2% | +23.9% | +7.3% | +13.5% |
| 5Y | +68.1% | +113.8% | -45.8% | +25.2% |
| All | +341.5% | +171.6% | +169.9% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling