+56.4%
SAP vs ONTO
+243.6%
-187.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.7% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | +9.0% | -2.9% | +11.9% | +8.8% |
| 3M | +14.9% | -2.5% | +17.4% | +11.6% |
| 6M | +11.9% | +28.2% | -16.3% | +1.7% |
| YTD | -9.9% | +69.8% | -79.7% | -23.4% |
| 1Y | -19.5% | +162.9% | -182.4% | -38.5% |
| 3Y | +61.8% | +95.9% | -34.1% | +18.6% |
| All | +56.4% | +243.6% | -187.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling