+341.5%
ONTO vs STLA
-46.0%
+387.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.5% | -11.1% | -13.4% |
| 7D | -29.7% | -5.5% | -24.2% | -27.8% |
| 30D | -50.3% | -3.7% | -46.6% | -49.6% |
| 3M | -43.5% | -21.1% | -22.3% | -38.0% |
| 6M | -48.9% | -38.3% | -10.5% | -37.1% |
| YTD | -1.2% | -59.2% | +58.0% | +43.9% |
| 1Y | +14.9% | -56.7% | +71.6% | +60.7% |
| 3Y | +31.2% | -74.3% | +105.5% | +132.0% |
| 5Y | +68.1% | -70.2% | +138.3% | +160.9% |
| All | +341.5% | -46.0% | +387.6% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling