+31.5%
ONTO vs SM
+72.1%
-40.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.0% | +10.1% | +11.2% |
| 7D | -14.0% | -25.9% | +11.9% | -19.0% |
| 30D | -43.1% | -15.1% | -28.0% | -44.3% |
| 3M | -35.5% | +4.9% | -40.4% | -33.2% |
| 6M | -41.1% | +6.1% | -47.2% | -37.4% |
| YTD | +9.8% | +63.4% | -53.7% | +19.4% |
| 1Y | +31.5% | +72.5% | -40.9% | +46.8% |
| All | +31.5% | +72.1% | -40.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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