+183.1%
SCHW vs ONTO
+688.0%
-504.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | +9.4% | -10.9% | -3.4% |
| 30D | -1.1% | -4.4% | +3.4% | -0.8% |
| 3M | +20.4% | +1.6% | +18.8% | +15.6% |
| 6M | +13.6% | +45.3% | -31.6% | -1.4% |
| YTD | +7.7% | +76.4% | -68.7% | -11.8% |
| 1Y | +15.2% | +167.2% | -152.0% | -16.3% |
| 3Y | +87.1% | +116.6% | -29.4% | +25.1% |
| 5Y | +57.5% | +263.7% | -206.2% | -19.4% |
| All | +183.1% | +688.0% | -504.9% | -7.0% |
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