+54.5%
ONTO vs SITM
+342.8%
-288.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +34.4% | +32.5% | +1.9% | +18.0% |
| 30D | -20.4% | -18.8% | -1.6% | -11.9% |
| 3M | -37.8% | -30.9% | -7.0% | -26.3% |
| 6M | -24.6% | -44.5% | +19.9% | -3.0% |
| YTD | +32.8% | +33.2% | -0.4% | +12.5% |
| 1Y | +54.7% | +53.8% | +0.9% | +22.4% |
| All | +54.5% | +342.8% | -288.4% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling