-67.0%
SE vs ONTO
+258.3%
-325.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.6% |
| 7D | +0.6% | +9.7% | -9.0% | -2.8% |
| 30D | -0.1% | -8.8% | +8.7% | +2.5% |
| 3M | +34.1% | +4.5% | +29.6% | +24.4% |
| 6M | +23.2% | +56.4% | -33.2% | -6.4% |
| YTD | -11.2% | +78.1% | -89.2% | -37.0% |
| 1Y | -40.5% | +171.3% | -211.8% | -65.9% |
| 3Y | +196.3% | +118.7% | +77.6% | +43.0% |
| 5Y | -67.0% | +269.4% | -336.4% | -89.4% |
| All | -67.0% | +258.3% | -325.3% | -89.4% |
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