+504.6%
ONTO vs SITM
+3,519.6%
-3,015.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +34.4% | +32.5% | +1.9% | +20.7% |
| 30D | -20.4% | -18.8% | -1.6% | -13.1% |
| 3M | -37.8% | -30.9% | -7.0% | -27.9% |
| 6M | -24.6% | -44.5% | +19.9% | -5.7% |
| YTD | +32.8% | +33.2% | -0.4% | +16.0% |
| 1Y | +54.7% | +53.8% | +0.9% | +27.8% |
| 3Y | +54.7% | +335.7% | -281.0% | -19.9% |
| 5Y | +134.0% | +84.6% | +49.4% | +42.6% |
| All | +504.6% | +3,519.6% | -3,015.0% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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