+459.0%
ONTO vs SMTC
+126.0%
+333.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.2% |
| 7D | -2.4% | -10.9% | +8.5% | +4.1% |
| 30D | -32.9% | -39.4% | +6.5% | -12.2% |
| 3M | -32.2% | -13.5% | -18.7% | -27.7% |
| 6M | -30.6% | -6.8% | -23.8% | -29.0% |
| YTD | +25.1% | +54.0% | -28.9% | -3.4% |
| 1Y | +40.0% | +50.8% | -10.8% | +8.7% |
| 3Y | +45.7% | +677.3% | -631.6% | -66.5% |
| 5Y | +128.8% | +28.7% | +100.1% | +72.5% |
| All | +459.0% | +126.0% | +333.0% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling