+59.8%
SAP vs ONTO
+104.0%
-44.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.2% |
| 7D | -2.9% | -1.0% | -1.9% | -2.9% |
| 30D | +9.0% | -2.9% | +11.9% | +8.9% |
| 3M | +14.9% | -2.5% | +17.4% | +12.9% |
| 6M | +11.9% | +28.2% | -16.3% | +5.4% |
| YTD | -9.9% | +69.8% | -79.7% | -19.0% |
| 1Y | -19.5% | +162.9% | -182.4% | -32.8% |
| All | +59.8% | +104.0% | -44.3% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling