+672.8%
ONTO vs SITM
+4,608.4%
-3,935.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.5% | -0.4% | +3.7% |
| 7D | -1.0% | +9.7% | -10.7% | -4.4% |
| 30D | -2.9% | +12.7% | -15.6% | -8.6% |
| 3M | -2.5% | -13.4% | +11.0% | +2.8% |
| 6M | +28.2% | +59.6% | -31.4% | +5.4% |
| YTD | +69.8% | +73.3% | -3.5% | +33.2% |
| 1Y | +162.9% | +165.5% | -2.7% | +73.4% |
| 3Y | +95.9% | +368.7% | -272.8% | -3.3% |
| 5Y | +244.5% | +172.5% | +72.0% | +80.6% |
| All | +672.8% | +4,608.4% | -3,935.6% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling