+341.5%
ONTO vs SGI
+248.8%
+92.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.8% | -12.8% | -14.3% |
| 7D | -29.7% | +5.3% | -35.0% | -31.6% |
| 30D | -50.3% | +8.2% | -58.5% | -52.6% |
| 3M | -43.5% | -2.2% | -41.3% | -43.9% |
| 6M | -48.9% | -8.4% | -40.4% | -48.0% |
| YTD | -1.2% | -23.4% | +22.3% | +8.8% |
| 1Y | +14.9% | -14.0% | +28.9% | +19.0% |
| 3Y | +31.2% | +78.8% | -47.6% | -3.5% |
| 5Y | +68.1% | +58.6% | +9.5% | +23.6% |
| All | +341.5% | +248.8% | +92.8% | +138.4% |
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