+269.4%
ONTO vs SITM
+168.3%
+101.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.8% |
| 7D | +9.7% | +8.4% | +1.3% | +5.9% |
| 30D | -8.8% | -17.4% | +8.6% | -1.1% |
| 3M | +4.5% | -9.8% | +14.3% | +8.8% |
| 6M | +56.4% | +83.0% | -26.6% | +17.1% |
| YTD | +78.1% | +69.6% | +8.5% | +34.8% |
| 1Y | +171.3% | +144.9% | +26.4% | +71.5% |
| 3Y | +118.7% | +429.9% | -311.2% | -11.7% |
| 5Y | +269.4% | +169.2% | +100.2% | +63.7% |
| All | +269.4% | +168.3% | +101.1% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling