+81.7%
SAP vs ONTO
+658.6%
-576.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -2.0% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | +9.0% | -2.9% | +11.9% | +8.7% |
| 3M | +14.9% | -2.5% | +17.4% | +10.9% |
| 6M | +11.9% | +28.2% | -16.3% | -0.1% |
| YTD | -9.9% | +69.8% | -79.7% | -25.4% |
| 1Y | -19.5% | +162.9% | -182.4% | -41.0% |
| 3Y | +61.8% | +95.9% | -34.1% | +14.6% |
| 5Y | +56.2% | +244.5% | -188.3% | -12.6% |
| All | +81.7% | +658.6% | -576.9% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling