+130.7%
ONTO vs SITM
+73.6%
+57.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -0.4% |
| 7D | +17.5% | +6.6% | +10.9% | +14.4% |
| 30D | -15.7% | -15.3% | -0.3% | -8.4% |
| 3M | -39.7% | -35.4% | -4.3% | -26.5% |
| 6M | -26.5% | -46.8% | +20.3% | -3.4% |
| YTD | +29.0% | +25.9% | +3.1% | +11.8% |
| 1Y | +57.0% | +54.0% | +3.0% | +24.0% |
| 3Y | +50.0% | +315.6% | -265.6% | -32.7% |
| All | +130.7% | +73.6% | +57.1% | +26.7% |
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