-5.9%
SAP vs ONTO
+46.1%
-52.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.7% | +12.9% | +3.2% |
| 7D | +1.3% | -17.4% | +18.7% | -0.8% |
| 30D | +15.5% | -43.2% | +58.8% | +8.8% |
| 3M | +22.8% | -35.7% | +58.5% | +17.7% |
| 6M | +42.5% | -38.3% | +80.8% | +37.5% |
| YTD | +0.5% | +17.1% | -16.5% | -6.6% |
| 1Y | -5.9% | +43.1% | -49.1% | -15.4% |
| All | -5.9% | +46.1% | -52.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling