+97.7%
SAP vs ONTO
+493.5%
-395.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -3.9% | +34.4% | -38.3% | -8.6% |
| 30D | +6.5% | -20.4% | +27.0% | +9.4% |
| 3M | +14.7% | -37.8% | +52.5% | +21.9% |
| 6M | +39.9% | -24.6% | +64.5% | +38.0% |
| YTD | -2.0% | +32.8% | -34.8% | -16.9% |
| 1Y | -6.0% | +54.7% | -60.7% | -23.5% |
| 3Y | +67.7% | +54.7% | +13.0% | +22.0% |
| 5Y | +78.8% | +134.0% | -55.2% | +7.3% |
| All | +97.7% | +493.5% | -395.7% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling