+99.7%
ONTO vs SM
-7.7%
+107.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +6.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -2.9% | +26.3% | -29.2% | -8.2% |
| 3M | -2.5% | +8.7% | -11.1% | -5.0% |
| 6M | +28.2% | +51.7% | -23.5% | +8.7% |
| YTD | +69.8% | +99.0% | -29.3% | +28.4% |
| 1Y | +162.9% | +34.6% | +128.3% | +131.6% |
| All | +99.7% | -7.7% | +107.5% | +84.6% |
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