+390.5%
ONTO vs SMTC
+105.6%
+284.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +12.7% | -1.7% | +4.1% |
| 7D | -14.0% | -19.0% | +4.9% | -3.4% |
| 30D | -43.1% | -46.7% | +3.7% | -20.1% |
| 3M | -35.5% | -23.4% | -12.1% | -26.5% |
| 6M | -41.1% | -13.4% | -27.7% | -37.3% |
| YTD | +9.8% | +40.1% | -30.3% | -10.8% |
| 1Y | +31.5% | +47.7% | -16.2% | +3.5% |
| 3Y | +45.2% | +606.9% | -561.8% | -64.9% |
| 5Y | +86.7% | +14.4% | +72.3% | +50.8% |
| All | +390.5% | +105.6% | +284.9% | +144.7% |
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