+390.5%
ONTO vs SPYG
+202.9%
+187.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.9% | +10.2% | +9.6% |
| 7D | -14.0% | -3.6% | -10.4% | -7.9% |
| 30D | -43.1% | -11.2% | -31.9% | -29.9% |
| 3M | -35.5% | -8.1% | -27.4% | -24.3% |
| 6M | -41.1% | -3.3% | -37.8% | -34.2% |
| YTD | +9.8% | +5.5% | +4.2% | +8.5% |
| 1Y | +31.5% | +7.0% | +24.6% | +27.8% |
| 3Y | +45.2% | +89.5% | -44.3% | -32.1% |
| 5Y | +86.7% | +63.3% | +23.4% | +10.5% |
| All | +390.5% | +202.9% | +187.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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