+158.6%
ONTO vs SITM
+155.6%
+3.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.5% | -0.4% | +3.3% |
| 7D | -1.0% | +9.7% | -10.7% | -4.9% |
| 30D | -2.9% | +12.7% | -15.6% | -8.9% |
| 3M | -2.5% | -13.4% | +11.0% | +2.9% |
| 6M | +28.2% | +59.6% | -31.4% | +5.0% |
| YTD | +69.8% | +73.3% | -3.5% | +33.9% |
| All | +158.6% | +155.6% | +3.0% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling