+341.5%
ONTO vs SM
+301.3%
+40.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.6% | -11.0% | -14.8% |
| 7D | -29.7% | -25.1% | -4.6% | -26.3% |
| 30D | -50.3% | -15.6% | -34.7% | -49.0% |
| 3M | -43.5% | +2.7% | -46.2% | -44.1% |
| 6M | -48.9% | -3.8% | -45.0% | -49.5% |
| YTD | -1.2% | +61.8% | -63.0% | -12.3% |
| 1Y | +14.9% | +71.4% | -56.5% | +0.6% |
| 3Y | +31.2% | -20.7% | +51.9% | +29.3% |
| 5Y | +68.1% | -11.5% | +79.6% | +58.5% |
| All | +341.5% | +301.3% | +40.2% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling