+341.5%
ONTO vs SPY
+167.4%
+174.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.4% | -11.2% | -7.7% |
| 7D | -29.7% | -4.7% | -25.0% | -22.7% |
| 30D | -50.3% | -5.9% | -44.4% | -43.8% |
| 3M | -43.5% | -4.5% | -38.9% | -37.5% |
| 6M | -48.9% | +1.8% | -50.6% | -48.4% |
| YTD | -1.2% | +8.3% | -9.5% | -9.0% |
| 1Y | +14.9% | +9.3% | +5.6% | +4.6% |
| 3Y | +31.2% | +74.9% | -43.7% | -38.7% |
| 5Y | +68.1% | +67.3% | +0.8% | -12.3% |
| All | +341.5% | +167.4% | +174.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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