+341.5%
ONTO vs SMTC
+82.3%
+259.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -17.5% | +1.9% | -6.1% |
| 7D | -29.7% | -35.0% | +5.3% | -11.0% |
| 30D | -50.3% | -53.6% | +3.3% | -24.8% |
| 3M | -43.5% | -24.5% | -19.0% | -35.4% |
| 6M | -48.9% | -19.0% | -29.9% | -43.6% |
| YTD | -1.2% | +24.2% | -25.4% | -14.3% |
| 1Y | +14.9% | +35.6% | -20.7% | -5.4% |
| 3Y | +31.2% | +521.9% | -490.7% | -66.0% |
| 5Y | +68.1% | +1.5% | +66.6% | +44.9% |
| All | +341.5% | +82.3% | +259.2% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling