+45.2%
ONTO vs SM
-20.0%
+65.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.0% | +10.1% | +10.9% |
| 7D | -14.0% | -25.9% | +11.9% | -8.4% |
| 30D | -43.1% | -15.1% | -28.0% | -41.2% |
| 3M | -35.5% | +4.9% | -40.4% | -37.1% |
| 6M | -41.1% | +6.1% | -47.2% | -44.0% |
| YTD | +9.8% | +63.4% | -53.7% | -15.1% |
| 1Y | +31.5% | +72.5% | -40.9% | -1.3% |
| 3Y | +45.2% | -16.9% | +62.1% | +36.9% |
| All | +45.2% | -20.0% | +65.2% | +36.9% |
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