+30.7%
ONTO vs SM
-20.8%
+51.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.6% | -11.0% | -14.6% |
| 7D | -29.7% | -25.1% | -4.6% | -25.3% |
| 30D | -50.3% | -15.6% | -34.7% | -48.6% |
| 3M | -43.5% | +2.7% | -46.2% | -44.6% |
| 6M | -48.9% | -3.8% | -45.0% | -49.9% |
| YTD | -1.2% | +61.8% | -63.0% | -23.4% |
| 1Y | +14.9% | +71.4% | -56.5% | -13.8% |
| All | +30.7% | -20.8% | +51.5% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling