+341.5%
ONTO vs STLD
+718.8%
-377.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -7.6% | -8.0% | -11.4% |
| 7D | -29.7% | -12.5% | -17.2% | -23.9% |
| 30D | -50.3% | -6.8% | -43.4% | -47.9% |
| 3M | -43.5% | -16.4% | -27.1% | -37.7% |
| 6M | -48.9% | -6.1% | -42.7% | -47.5% |
| YTD | -1.2% | +32.0% | -33.2% | -16.7% |
| 1Y | +14.9% | +45.5% | -30.6% | -8.2% |
| 3Y | +31.2% | +106.5% | -75.3% | -14.4% |
| 5Y | +68.1% | +267.2% | -199.1% | -23.0% |
| All | +341.5% | +718.8% | -377.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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