+14.4%
SGOV vs ONTO
+115.7%
-101.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | 0.0% |
| 7D | 0.0% | +4.9% | -4.9% | +0.1% |
| 30D | +0.3% | -16.6% | +16.9% | +0.3% |
| 3M | +0.9% | -7.3% | +8.3% | +0.9% |
| 6M | +1.8% | +45.9% | -44.1% | +1.9% |
| YTD | +2.5% | +78.2% | -75.6% | +2.6% |
| 1Y | +3.8% | +159.8% | -156.0% | +3.8% |
| 3Y | +14.4% | +123.4% | -109.0% | +14.3% |
| All | +14.4% | +115.7% | -101.3% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling