+658.6%
ONTO vs SGI
+259.0%
+399.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +5.9% |
| 7D | -1.0% | +8.5% | -9.6% | -4.9% |
| 30D | -2.9% | +0.7% | -3.6% | -3.7% |
| 3M | -2.5% | +0.6% | -3.1% | -3.3% |
| 6M | +28.2% | -17.9% | +46.2% | +39.5% |
| YTD | +69.8% | -21.2% | +91.0% | +86.8% |
| 1Y | +162.9% | -18.9% | +181.7% | +183.2% |
| 3Y | +95.9% | +52.6% | +43.3% | +55.4% |
| 5Y | +244.5% | +60.7% | +183.8% | +154.1% |
| All | +658.6% | +259.0% | +399.5% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling