+508.7%
ONTO vs STLA
-50.0%
+558.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -3.5% | +12.4% | +10.6% |
| 7D | +16.4% | -11.6% | +28.0% | +23.5% |
| 30D | -21.4% | -6.2% | -15.3% | -19.7% |
| 3M | -32.7% | -24.6% | -8.2% | -24.7% |
| 6M | -25.2% | -44.9% | +19.7% | -2.8% |
| YTD | +36.2% | -62.3% | +98.5% | +105.3% |
| 1Y | +61.2% | -61.8% | +123.0% | +140.2% |
| 3Y | +58.7% | -75.3% | +134.0% | +183.7% |
| 5Y | +143.6% | -72.5% | +216.2% | +292.2% |
| All | +508.7% | -50.0% | +558.8% | +488.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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