+59.6%
SCHW vs ONTO
+245.2%
-185.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.2% |
| 7D | -2.8% | +6.5% | -9.3% | -3.6% |
| 30D | -0.1% | -15.9% | +15.9% | +1.9% |
| 3M | +20.6% | -0.2% | +20.7% | +17.5% |
| 6M | +15.9% | +38.7% | -22.8% | +5.5% |
| YTD | +8.5% | +70.4% | -61.9% | -5.5% |
| 1Y | +17.8% | +153.6% | -135.8% | -5.6% |
| 3Y | +88.5% | +109.2% | -20.6% | +39.9% |
| All | +59.6% | +245.2% | -185.6% | -3.5% |
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