+78.7%
SAP vs ONTO
+695.7%
-617.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.5% |
| 7D | -0.3% | +9.7% | -9.9% | -2.0% |
| 30D | +2.6% | -8.8% | +11.4% | +3.7% |
| 3M | +16.3% | +4.5% | +11.7% | +10.8% |
| 6M | +6.4% | +56.4% | -50.0% | -8.9% |
| YTD | -11.4% | +78.1% | -89.5% | -27.3% |
| 1Y | -20.4% | +171.3% | -191.7% | -41.9% |
| 3Y | +56.5% | +118.7% | -62.1% | +7.8% |
| 5Y | +56.8% | +269.4% | -212.6% | -13.6% |
| All | +78.7% | +695.7% | -617.0% | -34.4% |
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 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