+67.8%
SAP vs ONTO
+56.0%
+11.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -3.9% | +34.4% | -38.3% | -4.8% |
| 30D | +6.5% | -20.4% | +27.0% | +7.5% |
| 3M | +14.7% | -37.8% | +52.5% | +16.9% |
| 6M | +39.9% | -24.6% | +64.5% | +38.5% |
| YTD | -2.0% | +32.8% | -34.8% | -11.0% |
| 1Y | -6.0% | +54.7% | -60.7% | -16.7% |
| All | +67.8% | +56.0% | +11.8% | +44.7% |
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