+406.3%
SIMO vs ONTO
+449.2%
-42.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.0% | -6.3% | +0.7% |
| 7D | -8.2% | +1.4% | -9.5% | -8.5% |
| 30D | -34.6% | -34.1% | -0.5% | -22.1% |
| 3M | -32.6% | -37.1% | +4.4% | -18.1% |
| 6M | -31.8% | -31.8% | 0.0% | -19.6% |
| YTD | +87.6% | +22.9% | +64.7% | +78.0% |
| 1Y | +86.7% | +39.5% | +47.2% | +69.3% |
| 3Y | +227.4% | +57.7% | +169.8% | +161.6% |
| 5Y | +173.0% | +115.8% | +57.2% | +81.5% |
| All | +406.3% | +449.2% | -42.9% | +119.9% |
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