+156.7%
SIMO vs ONTO
+84.2%
+72.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.1% | -6.9% | -0.5% |
| 7D | -22.0% | -14.0% | -8.0% | -16.5% |
| 30D | -43.0% | -43.1% | 0.0% | -27.6% |
| 3M | -39.1% | -35.5% | -3.6% | -26.7% |
| 6M | -33.3% | -41.1% | +7.8% | -16.5% |
| YTD | +77.0% | +9.8% | +67.2% | +78.9% |
| 1Y | +73.0% | +31.5% | +41.5% | +64.7% |
| 3Y | +215.7% | +45.2% | +170.6% | +174.8% |
| All | +156.7% | +84.2% | +72.5% | +87.4% |
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