+390.5%
ONTO vs SGI
+229.8%
+160.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -5.5% | +16.5% | +13.6% |
| 7D | -14.0% | +1.0% | -15.0% | -15.1% |
| 30D | -43.1% | +3.9% | -47.0% | -44.9% |
| 3M | -35.5% | -0.8% | -34.7% | -36.7% |
| 6M | -41.1% | -18.0% | -23.1% | -37.0% |
| YTD | +9.8% | -27.6% | +37.4% | +23.5% |
| 1Y | +31.5% | -27.2% | +58.8% | +47.7% |
| 3Y | +45.2% | +76.0% | -30.8% | +7.2% |
| 5Y | +86.7% | +50.0% | +36.7% | +40.4% |
| All | +390.5% | +229.8% | +160.7% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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